Share price$5.82
1D+0.9%
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 2026-10-23T04:12:29.460Z
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 · 2026-10-22T23:00:00.001659204Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.34 | 262.0% | 152.5% | |||
| 25Δ | 12.08 | 236.1% | 114.8% | 5.13 | 86.9% | 16.8% |
| 30Δ | 11.38 | 223.0% | 103.9% | 5.35 | 87.8% | 15.4% |
| 35Δ | 10.67 | 209.9% | 92.9% | 5.57 | 88.8% | 14.1% |
| 40Δ | 9.97 | 196.8% | 82.0% | 5.79 | 89.7% | 12.8% |
| 45Δ | 9.26 | 183.6% | 71.1% | 6.01 | 90.7% | 11.5% |
| 50Δ | 8.55 | 170.5% | 60.2% | 6.23 | 91.7% | 10.1% |
| 55Δ | 7.85 | 157.4% | 49.3% | 6.45 | 92.6% | 8.8% |
| 60Δ | 7.14 | 144.3% | 38.4% | 6.67 | 93.6% | 7.5% |
| 65Δ | 6.44 | 131.1% | 27.4% | 6.89 | 94.6% | 6.1% |
| 70Δ | 5.73 | 118.0% | 16.5% | 7.12 | 95.5% | 4.8% |
| 75Δ | 5.02 | 104.9% | 5.6% | 7.34 | 96.5% | 3.5% |
| 80Δ | 4.42 | 128.8% | 4.3% | 7.98 | 107.6% | 2.4% |
No recorded observations