Share price$5.69
1D-1.8%
Sold putSold call
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Market dataready · fetched 2026-10-23T17:54:38.044Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T17:54:11.278839314Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:52:52.026141+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 7.91 | 110.5% | 45.7% | 5.13 | 78.8% | 17.5% |
| 35Δ | 7.15 | 96.9% | 32.9% | 5.39 | 80.3% | 15.9% |
| 40Δ | 6.80 | 90.7% | 27.8% | 5.65 | 81.8% | 14.3% |
| 45Δ | 6.55 | 86.2% | 24.6% | 5.92 | 83.2% | 12.6% |
| 50Δ | 6.30 | 81.6% | 21.3% | 6.18 | 84.7% | 11.0% |
| 55Δ | 6.05 | 77.1% | 18.0% | 6.44 | 86.1% | 9.4% |
| 60Δ | 5.80 | 72.6% | 14.7% | 6.71 | 87.6% | 7.8% |
| 65Δ | 5.55 | 68.1% | 11.4% | 6.97 | 89.0% | 6.2% |
| 70Δ | 5.30 | 63.5% | 8.1% | 7.35 | 89.4% | 4.9% |
| 75Δ | 5.05 | 59.0% | 4.8% | 7.75 | 89.6% | 3.7% |
| 80Δ | 4.41 | 85.1% | 3.7% | 8.28 | 91.3% | 2.5% |
| Date | IV |
|---|---|
| 88.79% | |
| 107.76% | |
| 95.90% |