Share price$2.67
1D-1.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:09:21.923Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T20:00:02.008413Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:01:06.017929+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 4.93 | 153.2% | 91.6% | |||
| 30Δ | 4.63 | 145.6% | 81.5% | |||
| 35Δ | 4.32 | 138.1% | 71.5% | 2.50 | 115.1% | 20.4% |
| 40Δ | 4.02 | 130.5% | 61.4% | 2.72 | 113.2% | 18.6% |
| 45Δ | 3.71 | 122.9% | 51.3% | 2.93 | 111.4% | 16.9% |
| 50Δ | 3.40 | 115.3% | 41.2% | 3.15 | 109.6% | 15.1% |
| 55Δ | 3.10 | 107.7% | 31.2% | 3.36 | 107.7% | 13.3% |
| 60Δ | 2.79 | 100.1% | 21.1% | 3.58 | 105.9% | 11.5% |
| 65Δ | 3.79 | 104.1% | 9.8% | |||
| 70Δ | 4.00 | 102.3% | 8.0% | |||
| 75Δ | 4.22 | 100.4% | 6.2% | |||
| 80Δ | 4.43 | 98.6% | 4.5% | |||
| Date | IV |
|---|---|
| 123.08% | |
| 134.38% |