Share price$6.33
1D+1.1%
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 2026-10-22T18:34:28.630Z
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 · 2026-10-22T18:34:04.673535483Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.67 | 99.9% | 39.6% | 5.21 | 93.2% | 21.7% |
| 25Δ | 7.72 | 82.8% | 25.1% | 5.42 | 91.9% | 19.9% |
| 30Δ | 7.34 | 79.1% | 20.4% | 5.64 | 90.6% | 18.2% |
| 35Δ | 7.14 | 79.4% | 18.8% | 5.85 | 89.3% | 16.4% |
| 40Δ | 6.93 | 79.8% | 17.2% | 6.06 | 88.1% | 14.6% |
| 45Δ | 6.73 | 80.1% | 15.6% | 6.28 | 86.8% | 12.9% |
| 50Δ | 6.52 | 80.4% | 13.9% | 6.49 | 85.5% | 11.1% |
| 55Δ | 6.32 | 80.8% | 12.3% | 6.70 | 84.2% | 9.4% |
| 60Δ | 6.12 | 81.1% | 10.7% | 6.92 | 82.9% | 7.6% |
| 65Δ | 5.91 | 81.4% | 9.1% | 7.13 | 81.6% | 5.9% |
| 70Δ | 5.71 | 81.8% | 7.5% | 7.34 | 80.3% | 4.1% |
| 75Δ | 5.50 | 82.1% | 5.9% | |||
| 80Δ | 5.30 | 82.5% | 4.2% | |||
No recorded observations