Share price$5.47
1D-1.6%
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Market dataready · fetched 2026-10-21T17:51:39.973Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13
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 · 2026-10-21T17:50:14.156832053Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:51.322744+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.52 | 114.1% | 40.0% | |||
| 25Δ | 6.97 | 98.6% | 30.4% | 5.02 | 58.8% | 10.7% |
| 30Δ | 6.42 | 83.1% | 20.8% | 5.12 | 58.7% | 9.8% |
| 35Δ | 5.97 | 71.0% | 13.1% | 5.23 | 58.6% | 8.9% |
| 40Δ | 5.85 | 70.7% | 11.8% | 5.34 | 58.5% | 7.9% |
| 45Δ | 5.72 | 70.3% | 10.5% | 5.45 | 58.4% | 7.0% |
| 50Δ | 5.59 | 70.0% | 9.2% | 5.55 | 58.2% | 6.1% |
| 55Δ | 5.46 | 69.7% | 8.0% | 5.66 | 58.1% | 5.1% |
| 60Δ | 5.34 | 69.4% | 6.7% | 5.77 | 58.0% | 4.2% |
| 65Δ | 5.21 | 69.1% | 5.4% | 5.87 | 57.9% | 3.3% |
| 70Δ | 5.08 | 68.8% | 4.1% | 5.98 | 57.7% | 2.4% |
| 75Δ | ||||||
| 80Δ | ||||||
| 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% |