Share price$6.14
1D+0.5%
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Market dataready · fetched 2026-10-21T17:52:13.818Z
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 · 2026-10-21T17:52:11.962615695Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:09.961110+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.39 | 787.5% | 107.5% | 5.77 | 81.1% | 6.7% |
| 25Δ | 11.74 | 714.5% | 96.8% | 5.87 | 77.2% | 5.3% |
| 30Δ | 11.10 | 641.5% | 86.0% | 5.96 | 73.3% | 4.0% |
| 35Δ | 10.45 | 568.5% | 75.2% | 6.39 | 115.2% | 3.7% |
| 40Δ | 9.81 | 495.5% | 64.5% | 7.05 | 189.8% | 4.1% |
| 45Δ | 9.16 | 422.4% | 53.7% | 7.72 | 264.5% | 4.5% |
| 50Δ | 8.52 | 349.4% | 42.9% | 8.39 | 339.2% | 4.9% |
| 55Δ | 7.87 | 276.4% | 32.2% | 9.05 | 413.8% | 5.4% |
| 60Δ | 7.23 | 203.4% | 21.4% | 9.72 | 488.5% | 5.8% |
| 65Δ | 6.58 | 130.4% | 10.7% | 10.39 | 563.2% | 6.2% |
| 70Δ | 11.05 | 637.9% | 6.6% | |||
| 75Δ | 11.72 | 712.5% | 7.1% | |||
| 80Δ | 12.39 | 787.2% | 7.5% | |||
| Date | IV |
|---|---|
| 70.55% | |
| 117.05% |