Share price$3.33
1D-0.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T00:00:12.414Z
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 · 2026-10-22T23:51:20.686800776Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:00:10.575323+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.53 | 108.1% | 38.9% | 2.66 | 113.5% | 24.3% |
| 25Δ | 4.30 | 106.1% | 33.0% | 2.82 | 109.2% | 20.6% |
| 30Δ | 4.08 | 104.6% | 27.5% | 2.99 | 105.0% | 17.0% |
| 35Δ | 3.91 | 102.9% | 23.4% | 3.11 | 104.1% | 15.0% |
| 40Δ | 3.76 | 101.1% | 20.0% | 3.24 | 103.5% | 13.1% |
| 45Δ | 3.61 | 99.3% | 16.6% | 3.36 | 102.9% | 11.3% |
| 50Δ | 3.47 | 97.6% | 13.6% | 3.48 | 102.3% | 9.4% |
| 55Δ | 3.36 | 96.4% | 11.8% | 3.63 | 104.1% | 8.2% |
| 60Δ | 3.24 | 95.2% | 9.9% | 3.79 | 106.2% | 7.0% |
| 65Δ | 3.13 | 94.0% | 8.0% | 3.95 | 108.4% | 5.8% |
| 70Δ | 3.01 | 92.7% | 6.1% | 4.12 | 108.2% | 4.7% |
| 75Δ | 2.86 | 98.1% | 5.0% | 4.30 | 106.8% | 3.6% |
| 80Δ | 2.69 | 104.3% | 4.0% | 4.49 | 105.3% | 2.5% |
| Date | IV |
|---|---|
| 82.80% | |
| 83.49% |