Share price$5.57
1D+2.2%
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 2026-10-23T03:50:42.339Z
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 · 2026-10-23T00:00:00.498411401Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.40 | 240.4% | 128.2% | 4.15 | 177.2% | 32.8% |
| 25Δ | 9.57 | 199.8% | 78.4% | 4.51 | 173.6% | 28.8% |
| 30Δ | 8.44 | 185.6% | 59.3% | 4.87 | 170.0% | 24.8% |
| 35Δ | 7.73 | 179.4% | 48.1% | 5.21 | 168.5% | 21.6% |
| 40Δ | 7.15 | 173.9% | 39.2% | 5.55 | 168.4% | 19.0% |
| 45Δ | 6.68 | 169.1% | 32.4% | 5.90 | 168.3% | 16.4% |
| 50Δ | 6.25 | 164.6% | 26.4% | 6.31 | 171.7% | 14.4% |
| 55Δ | 5.86 | 162.1% | 21.5% | 6.76 | 176.6% | 12.5% |
| 60Δ | 5.53 | 162.1% | 18.2% | 7.26 | 181.1% | 10.7% |
| 65Δ | 5.21 | 162.2% | 14.8% | 7.83 | 184.9% | 9.0% |
| 70Δ | 4.88 | 161.7% | 11.7% | 8.59 | 191.5% | 7.4% |
| 75Δ | 4.55 | 160.0% | 9.3% | 9.25 | 190.1% | 5.7% |
| 80Δ | 4.23 | 158.3% | 6.8% | 9.73 | 180.0% | 4.0% |
No recorded observations