Share price$2.97
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T09:16:45.170Z
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 · 2026-10-22T08:01:29.934526718Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.98 | 166.7% | 72.1% | |||
| 25Δ | 4.75 | 164.0% | 66.2% | 2.55 | 109.3% | 20.5% |
| 30Δ | 4.52 | 161.3% | 60.2% | 2.72 | 108.5% | 19.0% |
| 35Δ | 4.30 | 158.6% | 54.3% | 2.90 | 107.7% | 17.5% |
| 40Δ | 4.07 | 155.9% | 48.3% | 3.07 | 106.9% | 16.1% |
| 45Δ | 3.84 | 153.2% | 42.4% | 3.24 | 106.1% | 14.6% |
| 50Δ | 3.61 | 150.5% | 36.4% | 3.42 | 105.3% | 13.2% |
| 55Δ | 3.38 | 147.8% | 30.5% | 3.59 | 104.5% | 11.7% |
| 60Δ | 3.15 | 145.1% | 24.5% | 3.76 | 103.7% | 10.2% |
| 65Δ | 2.92 | 142.4% | 18.6% | 3.94 | 102.9% | 8.8% |
| 70Δ | 2.69 | 139.7% | 12.6% | 4.11 | 102.1% | 7.3% |
| 75Δ | 4.28 | 101.3% | 5.9% | |||
| 80Δ | 4.46 | 100.5% | 4.4% | |||
No recorded observations