Share price$3.28
1D-1.7%
Sold putSold call
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Market dataready · fetched 2026-10-22T18:30:28.700Z
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 · 2026-10-22T18:30:25.782679045Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:20:42.302311+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.50 | 111.7% | 40.5% | 2.64 | 107.8% | 23.3% |
| 25Δ | 4.28 | 110.7% | 34.8% | 2.79 | 100.9% | 19.5% |
| 30Δ | 4.06 | 109.6% | 29.1% | 2.95 | 94.0% | 15.7% |
| 35Δ | 3.88 | 106.6% | 24.5% | 3.08 | 92.2% | 13.5% |
| 40Δ | 3.71 | 102.9% | 20.5% | 3.19 | 92.8% | 11.9% |
| 45Δ | 3.55 | 99.3% | 16.4% | 3.30 | 93.4% | 10.4% |
| 50Δ | 3.42 | 98.0% | 13.9% | 3.41 | 93.9% | 8.9% |
| 55Δ | 3.30 | 97.6% | 11.9% | 3.52 | 94.5% | 7.5% |
| 60Δ | 3.19 | 97.2% | 10.0% | 3.66 | 95.4% | 6.4% |
| 65Δ | 3.07 | 96.8% | 8.1% | 3.81 | 96.3% | 5.3% |
| 70Δ | 2.94 | 98.2% | 6.4% | 3.95 | 97.2% | 4.2% |
| 75Δ | 2.79 | 102.3% | 5.3% | 5.77 | 138.1% | 3.5% |
| 80Δ | 2.65 | 106.3% | 4.2% | 8.57 | 202.6% | 3.0% |
| Date | IV |
|---|---|
| 82.80% | |
| 83.49% |