Share price$2.41
1D-0.4%
Sold putSold callAH
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 datapartial · fetched 2026-10-22T21:28:38.249Z
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 · 2026-10-22T20:00:00.466745644Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.03 | 225.0% | 114.3% | |||
| 25Δ | 5.41 | 276.2% | 134.1% | |||
| 30Δ | 5.79 | 327.4% | 153.9% | |||
| 35Δ | 6.17 | 378.5% | 173.7% | |||
| 40Δ | 6.55 | 429.7% | 193.4% | |||
| 45Δ | 6.92 | 480.8% | 213.2% | |||
| 50Δ | 7.30 | 532.0% | 233.0% | 2.66 | 123.2% | 11.1% |
| 55Δ | 3.19 | 207.7% | 50.1% | 2.93 | 126.6% | 9.9% |
| 60Δ | 3.20 | 130.1% | 8.6% | |||
| 65Δ | 3.48 | 133.6% | 7.4% | |||
| 70Δ | 3.75 | 137.0% | 6.1% | |||
| 75Δ | 4.02 | 140.5% | 4.9% | |||
| 80Δ | 4.30 | 144.0% | 3.6% | |||
No recorded observations