Share price$8.50
1D-3.1%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-21T17:52:53.793Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:31.746289527Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:53.359218+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.86 | 585.2% | 67.0% | 6.83 | 398.6% | 23.0% |
| 25Δ | 15.36 | 800.0% | 93.0% | 7.76 | 195.1% | 10.9% |
| 30Δ | 10.76 | 415.5% | 31.4% | 8.08 | 139.5% | 7.0% |
| 35Δ | 8.95 | 158.5% | 8.0% | 8.20 | 136.8% | 6.1% |
| 40Δ | 8.82 | 167.1% | 7.3% | 8.32 | 134.2% | 5.2% |
| 45Δ | 8.70 | 175.6% | 6.6% | 8.43 | 131.5% | 4.4% |
| 50Δ | 8.57 | 184.2% | 6.0% | 8.55 | 130.3% | 3.6% |
| 55Δ | 8.43 | 191.9% | 5.3% | 8.66 | 131.1% | 3.2% |
| 60Δ | 8.27 | 198.8% | 4.6% | 8.77 | 132.0% | 2.7% |
| 65Δ | 8.10 | 205.6% | 3.9% | 8.89 | 132.9% | 2.2% |
| 70Δ | 7.90 | 217.1% | 3.4% | 9.00 | 133.8% | 1.8% |
| 75Δ | 7.64 | 236.3% | 2.9% | 12.31 | 343.8% | 2.9% |
| 80Δ | 7.25 | 283.9% | 2.6% | 15.65 | 555.5% | 4.0% |
| Date | IV |
|---|---|
| 136.04% | |
| 161.15% |