Share price$12.25
1D+0.9%
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 datapartial · fetched 2026-10-22T18:35:23.715Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-22T18:26:14.183535205Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.05 | 71.5% | 50.5% | 9.83 | 104.5% | 36.5% |
| 25Δ | 15.09 | 51.2% | 26.5% | 11.04 | 105.6% | 33.8% |
| 30Δ | 14.56 | 50.2% | 23.1% | 12.25 | 106.7% | 31.0% |
| 35Δ | 14.11 | 49.7% | 20.4% | 13.46 | 107.8% | 28.3% |
| 40Δ | 13.66 | 49.3% | 17.7% | 14.67 | 108.9% | 25.5% |
| 45Δ | 13.20 | 48.9% | 15.0% | 15.87 | 110.1% | 22.8% |
| 50Δ | 12.75 | 48.4% | 12.3% | 17.08 | 111.2% | 20.0% |
| 55Δ | 18.29 | 112.3% | 17.3% | |||
| 60Δ | 19.50 | 113.4% | 14.5% | |||
| 65Δ | 20.71 | 114.5% | 11.8% | |||
| 70Δ | 21.92 | 115.6% | 9.0% | |||
| 75Δ | 23.13 | 116.7% | 6.3% | |||
| 80Δ | 24.34 | 117.8% | 3.5% | |||
| Date | IV |
|---|---|
| 64.27% | |
| 62.86% |