Share price$3.07
1D+0.7%
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Market datapartial · fetched 2026-10-22T16:37:58.903Z
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 · 2026-10-22T16:37:40.070365323Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.17 | 204.8% | 37.3% | |||
| 25Δ | 5.30 | 191.0% | 78.8% | 2.37 | 181.0% | 31.4% |
| 30Δ | 3.86 | 110.6% | 31.0% | 2.57 | 157.2% | 25.4% |
| 35Δ | 3.71 | 109.8% | 27.5% | 2.78 | 133.3% | 19.5% |
| 40Δ | 3.57 | 108.9% | 24.1% | 2.98 | 109.5% | 13.5% |
| 45Δ | 3.42 | 108.1% | 20.7% | 3.20 | 118.1% | 12.1% |
| 50Δ | 3.27 | 107.3% | 17.2% | 3.42 | 130.5% | 11.2% |
| 55Δ | 3.13 | 106.4% | 13.8% | 3.64 | 143.0% | 10.3% |
| 60Δ | 3.86 | 155.5% | 9.4% | |||
| 65Δ | 4.27 | 175.8% | 8.6% | |||
| 70Δ | 5.01 | 209.5% | 7.9% | |||
| 75Δ | 5.55 | 210.7% | 6.2% | |||
| 80Δ | 6.06 | 209.5% | 4.5% | |||
| Date | IV |
|---|---|
| 153.46% |