Share price$3.58
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:15:31.686Z
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 · 2026-10-22T16:10:28.053875362Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.70 | 155.7% | 63.6% | |||
| 25Δ | 6.99 | 230.5% | 102.4% | |||
| 30Δ | 7.18 | 269.3% | 110.7% | 3.08 | 163.7% | 24.9% |
| 35Δ | 5.43 | 211.5% | 62.1% | 3.21 | 151.4% | 21.9% |
| 40Δ | 4.53 | 166.6% | 37.0% | 3.35 | 139.1% | 19.0% |
| 45Δ | 4.07 | 136.0% | 24.1% | 3.48 | 126.8% | 16.0% |
| 50Δ | 3.85 | 128.2% | 19.2% | 3.61 | 114.5% | 13.0% |
| 55Δ | 3.67 | 124.4% | 15.7% | 3.74 | 102.2% | 10.1% |
| 60Δ | 3.49 | 120.9% | 12.3% | 3.87 | 89.9% | 7.1% |
| 65Δ | 3.33 | 121.0% | 10.4% | 4.02 | 79.0% | 4.3% |
| 70Δ | 3.18 | 121.1% | 8.4% | 4.29 | 92.7% | 3.9% |
| 75Δ | 3.02 | 121.2% | 6.4% | 4.54 | 101.5% | 3.4% |
| 80Δ | 2.76 | 139.9% | 5.5% | 4.71 | 96.8% | 2.4% |
| Date | IV |
|---|---|
| 79.64% | |
| 97.96% |