Share price$5.46
1D-1.8%
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 dataready · fetched 2026-10-21T16:58:57.203Z
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 · 2026-10-21T16:52:38.992220136Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:56.735775+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.49 | 238.6% | 20.6% | 4.96 | 160.2% | 10.6% |
| 25Δ | 6.31 | 217.2% | 17.7% | 5.07 | 139.4% | 8.7% |
| 30Δ | 6.14 | 195.8% | 14.8% | 5.15 | 128.6% | 7.5% |
| 35Δ | 5.97 | 174.4% | 11.9% | 5.22 | 117.8% | 6.4% |
| 40Δ | 5.80 | 152.9% | 9.0% | 5.30 | 107.0% | 5.2% |
| 45Δ | 5.62 | 131.5% | 6.0% | 5.37 | 96.3% | 4.0% |
| 50Δ | 5.47 | 122.0% | 3.9% | 5.45 | 85.5% | 2.8% |
| 55Δ | 5.37 | 142.8% | 3.7% | 6.09 | 290.2% | 7.4% |
| 60Δ | 5.27 | 163.7% | 3.5% | 7.68 | 800.0% | 18.8% |
| 65Δ | 5.16 | 184.6% | 3.3% | 8.33 | 800.0% | 16.5% |
| 70Δ | 5.06 | 205.5% | 3.1% | 9.06 | 800.0% | 16.7% |
| 75Δ | 4.36 | 800.0% | 31.2% | 9.93 | 800.0% | 16.7% |
| 80Δ | 3.93 | 800.0% | 23.8% | 10.99 | 800.0% | 16.7% |
| Date | IV |
|---|---|
| 240.90% | |
| 121.95% | |
| 263.61% | |
| 236.83% | |
| 178.35% | |
| 227.08% | |
| 157.28% | |
| 197.87% | |
| 341.53% | |
| 157.73% | |
| 170.31% | |
| 148.27% | |
| 234.55% | |
| 117.22% | |
| 113.84% | |
| 126.53% | |
| 274.08% | |
| 189.83% | |
| 135.28% | |
| 184.13% | |
| 227.48% | |
| 200.94% | |
| 227.60% | |
| 221.28% | |
| 231.98% | |
| 290.55% | |
| 168.28% | |
| 192.27% | |
| 299.65% | |
| 239.76% | |
| 194.84% | |
| 166.22% | |
| 257.65% | |
| 197.58% | |
| 152.27% | |
| 173.37% | |
| 139.87% | |
| 289.22% | |
| 147.87% | |
| 128.13% | |
| 137.11% | |
| 82.85% | |
| 169.69% | |
| 324.97% | |
| 255.32% | |
| 272.84% |