Share price$8.05
1D-0.4%
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Market dataready · fetched 2026-10-21T17:49:37.934Z
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 · 2026-10-21T17:49:33.401371202Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:37.203859+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.75 | 224.6% | 22.6% | 7.52 | 114.2% | 7.6% |
| 25Δ | 8.47 | 97.0% | 6.4% | 7.61 | 112.3% | 6.7% |
| 30Δ | 8.39 | 98.5% | 5.8% | 7.71 | 110.4% | 5.9% |
| 35Δ | 8.31 | 100.0% | 5.2% | 7.80 | 108.5% | 5.1% |
| 40Δ | 8.23 | 101.5% | 4.6% | 7.90 | 106.6% | 4.3% |
| 45Δ | 8.15 | 103.1% | 4.0% | 7.99 | 104.7% | 3.4% |
| 50Δ | 8.07 | 104.6% | 3.4% | 8.08 | 105.1% | 3.0% |
| 55Δ | 7.99 | 105.3% | 2.8% | 8.17 | 105.7% | 2.6% |
| 60Δ | 7.94 | 98.8% | 2.5% | 8.25 | 106.3% | 2.3% |
| 65Δ | 7.88 | 92.3% | 2.2% | 8.34 | 106.9% | 1.9% |
| 70Δ | 7.82 | 85.8% | 1.8% | 8.43 | 107.5% | 1.5% |
| 75Δ | 7.76 | 79.3% | 1.5% | 8.87 | 160.6% | 1.6% |
| 80Δ | 7.70 | 72.8% | 1.2% | 10.94 | 407.8% | 3.0% |
| Date | IV |
|---|---|
| 105.79% | |
| 105.94% |