Share price$2.17
1D+0.3%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-27T12:52:46.358Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-27T12:46:43.226871551Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 2.86 | 462.6% | 38.2% | |||
| 40Δ | 3.35 | 457.0% | 34.1% | |||
| 45Δ | 3.84 | 451.5% | 30.0% | |||
| 50Δ | 4.34 | 445.9% | 25.9% | |||
| 55Δ | 4.83 | 440.4% | 21.8% | |||
| 60Δ | 6.54 | 478.4% | 19.7% | |||
| 65Δ | ||||||
| 70Δ | 3.84 | 636.0% | 125.9% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations