Share price$3.00
1D-0.3%
Sold putSold callAH
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 dataready · fetched 2026-10-23T05:35:12.609Z
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 · 2026-10-22T22:29:05.898673542Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:35:12.190669+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.61 | 132.4% | 57.0% | 2.07 | 321.1% | 46.7% |
| 25Δ | 4.28 | 133.5% | 47.3% | 2.29 | 280.8% | 39.6% |
| 30Δ | 7.85 | 301.2% | 172.8% | 2.50 | 240.4% | 32.5% |
| 35Δ | 8.89 | 399.8% | 212.0% | 2.71 | 200.0% | 25.4% |
| 40Δ | 7.50 | 330.1% | 164.7% | 2.93 | 159.7% | 18.3% |
| 45Δ | 6.11 | 260.5% | 117.4% | 4.99 | 311.5% | 22.0% |
| 50Δ | 4.72 | 190.8% | 70.1% | 7.92 | 497.1% | 28.3% |
| 55Δ | 3.33 | 121.2% | 22.8% | 10.60 | 518.5% | 25.4% |
| 60Δ | 2.85 | 128.2% | 11.5% | 8.88 | 416.0% | 19.9% |
| 65Δ | 2.66 | 158.8% | 11.4% | 7.16 | 313.5% | 14.3% |
| 70Δ | 2.47 | 189.5% | 11.2% | 5.44 | 211.0% | 8.8% |
| 75Δ | 2.28 | 220.2% | 11.1% | 4.09 | 127.3% | 4.0% |
| 80Δ | 2.08 | 250.8% | 10.9% | 4.62 | 141.6% | 3.1% |
| Date | IV |
|---|---|
| 213.64% |