Share price$3.08
1D+1.4%
Sold putSold callAH
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 datapartial · fetched 2026-10-23T01:59:46.132Z
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 · 2026-10-23T00:00:01.302154301Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.17 | 206.3% | 37.3% | |||
| 25Δ | 5.46 | 201.1% | 83.5% | 2.38 | 182.1% | 31.3% |
| 30Δ | 3.86 | 110.2% | 30.6% | 2.58 | 157.8% | 25.3% |
| 35Δ | 3.72 | 109.2% | 27.2% | 2.79 | 133.6% | 19.3% |
| 40Δ | 3.57 | 108.1% | 23.8% | 3.00 | 109.3% | 13.3% |
| 45Δ | 3.43 | 107.1% | 20.4% | 3.22 | 121.1% | 12.3% |
| 50Δ | 3.28 | 106.0% | 17.0% | 3.44 | 133.7% | 11.4% |
| 55Δ | 3.14 | 105.0% | 13.6% | 3.66 | 146.3% | 10.5% |
| 60Δ | 3.88 | 158.8% | 9.6% | |||
| 65Δ | 4.36 | 182.5% | 8.8% | |||
| 70Δ | 5.08 | 213.3% | 8.0% | |||
| 75Δ | 5.62 | 215.0% | 6.3% | |||
| 80Δ | 6.12 | 212.1% | 4.5% | |||
| Date | IV |
|---|---|
| 153.46% |