Share price$5.93
1D+0.2%
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Market dataready · fetched 2026-10-23T04:12:26.328Z
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 · 2026-10-22T21:38:12.756028204Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:06:17.706941+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.47 | 90.3% | 17.9% | 5.06 | 108.9% | 26.5% |
| 25Δ | 6.24 | 111.9% | 17.6% | 5.39 | 115.9% | 24.5% |
| 30Δ | 6.01 | 133.5% | 17.4% | 5.72 | 122.8% | 22.5% |
| 35Δ | 5.78 | 155.1% | 17.1% | 6.05 | 129.8% | 20.5% |
| 40Δ | 5.56 | 176.7% | 16.9% | 6.37 | 136.8% | 18.5% |
| 45Δ | 5.33 | 198.3% | 16.7% | 6.70 | 143.7% | 16.4% |
| 50Δ | 5.10 | 219.9% | 16.4% | 7.03 | 150.7% | 14.4% |
| 55Δ | 4.87 | 241.5% | 16.2% | 7.36 | 157.7% | 12.4% |
| 60Δ | 4.64 | 263.1% | 15.9% | 7.69 | 164.6% | 10.4% |
| 65Δ | 4.41 | 284.7% | 15.7% | |||
| 70Δ | 4.18 | 306.3% | 15.4% | |||
| 75Δ | 3.95 | 327.9% | 15.2% | |||
| 80Δ | 3.72 | 349.5% | 14.9% | |||
| Date | IV |
|---|---|
| 54.20% |