Share price$5.69
1D-1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:02:25.785Z
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 · 2026-10-23T17:01:55.108754767Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 11.40 | 229.1% | 107.1% | |||
| 30Δ | 10.18 | 197.8% | 85.9% | |||
| 35Δ | 8.96 | 166.6% | 64.6% | 5.19 | 158.8% | 21.3% |
| 40Δ | 7.73 | 135.3% | 43.4% | 5.39 | 138.4% | 17.5% |
| 45Δ | 6.51 | 104.0% | 22.2% | 5.59 | 118.0% | 13.7% |
| 50Δ | 5.79 | 97.6% | 9.9% | |||
| 55Δ | 5.99 | 77.2% | 6.2% | |||
| 60Δ | 6.42 | 96.0% | 6.0% | |||
| 65Δ | 6.86 | 116.8% | 6.0% | |||
| 70Δ | 7.19 | 119.6% | 5.1% | |||
| 75Δ | 7.46 | 114.3% | 3.9% | |||
| 80Δ | 7.74 | 109.0% | 2.7% | |||
| Date | IV |
|---|---|
| 88.79% | |
| 107.76% | |
| 95.90% |