Share price$3.05
1D-0.3%
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Market dataready · fetched 2026-10-21T16:58:12.457Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:11.44145937Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:11.957701+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.41 | 125.3% | 12.7% | |||
| 25Δ | 3.36 | 119.4% | 11.4% | |||
| 30Δ | 3.31 | 113.5% | 10.1% | |||
| 35Δ | 3.27 | 107.6% | 8.8% | |||
| 40Δ | 3.22 | 101.7% | 7.5% | 3.03 | 79.6% | 3.0% |
| 45Δ | 3.17 | 95.8% | 6.2% | 3.08 | 87.0% | 2.7% |
| 50Δ | 3.12 | 89.9% | 4.9% | 3.13 | 94.4% | 2.5% |
| 55Δ | 3.08 | 84.0% | 3.6% | 3.18 | 101.9% | 2.2% |
| 60Δ | 3.03 | 78.1% | 2.2% | 3.23 | 109.3% | 2.0% |
| 65Δ | 2.90 | 122.1% | 1.5% | 3.28 | 116.7% | 1.8% |
| 70Δ | 2.65 | 238.5% | 1.7% | 3.33 | 124.1% | 1.5% |
| 75Δ | 2.40 | 354.9% | 1.8% | 3.38 | 131.6% | 1.3% |
| 80Δ | 2.16 | 471.2% | 1.9% | 3.43 | 139.0% | 1.0% |
| Date | IV |
|---|---|
| 111.55% | |
| 106.61% | |
| 108.43% | |
| 109.73% | |
| 110.16% | |
| 106.74% | |
| 107.89% | |
| 111.35% | |
| 108.45% | |
| 100.20% | |
| 173.90% | |
| 101.95% | |
| 77.70% | |
| 78.98% | |
| 73.26% | |
| 81.22% | |
| 103.27% | |
| 103.36% | |
| 82.67% | |
| 96.80% |