Share price$2.79
1D-0.0%
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Market dataready · fetched 2026-10-21T17:00:32.426Z
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 · 2026-10-21T16:59:58.352908679Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:31.997795+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.40 | 572.2% | 68.4% | 2.02 | 778.9% | 40.7% |
| 25Δ | 4.92 | 770.4% | 92.6% | 2.41 | 358.2% | 18.7% |
| 30Δ | 3.89 | 535.6% | 50.4% | |||
| 35Δ | 4.26 | 800.0% | 68.1% | |||
| 40Δ | 3.95 | 781.4% | 55.1% | |||
| 45Δ | 3.76 | 706.0% | 48.2% | |||
| 50Δ | 3.57 | 630.7% | 41.2% | |||
| 55Δ | 3.38 | 555.3% | 34.3% | |||
| 60Δ | 3.19 | 479.9% | 27.3% | |||
| 65Δ | 3.00 | 404.6% | 20.4% | |||
| 70Δ | 2.81 | 329.2% | 13.5% | |||
| 75Δ | 2.62 | 253.8% | 6.5% | |||
| 80Δ | 2.45 | 212.2% | 2.0% | |||
| Date | IV |
|---|---|
| 221.09% | |
| 218.37% | |
| 200.91% | |
| 200.10% | |
| 422.09% | |
| 298.55% | |
| 228.08% | |
| 238.80% | |
| 316.10% | |
| 338.18% | |
| 280.16% | |
| 225.78% | |
| 187.85% | |
| 228.81% | |
| 212.10% | |
| 283.73% | |
| 255.50% | |
| 255.14% | |
| 387.20% | |
| 429.57% | |
| 222.70% | |
| 140.93% | |
| 320.64% | |
| 275.27% | |
| 349.29% | |
| 276.30% | |
| 263.36% | |
| 293.48% | |
| 180.87% | |
| 137.01% | |
| 185.32% | |
| 254.97% | |
| 220.93% | |
| 335.68% | |
| 256.69% | |
| 222.46% | |
| 216.04% | |
| 298.27% | |
| 298.12% | |
| 310.43% | |
| 223.59% | |
| 275.05% | |
| 235.54% | |
| 259.47% | |
| 371.82% | |
| 408.29% | |
| 346.43% | |
| 439.57% | |
| 418.64% | |
| 396.19% | |
| 476.18% |