Share price$6.79
1D-2.4%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:34.035Z
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 · 2026-10-21T17:51:57.899342444Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:33.299044+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.70 | 694.4% | 92.9% | 5.36 | 418.4% | 24.2% |
| 25Δ | 10.32 | 596.2% | 57.4% | 6.21 | 180.5% | 10.3% |
| 30Δ | 8.42 | 308.2% | 27.2% | 6.54 | 98.8% | 5.1% |
| 35Δ | 6.61 | 100.3% | 4.7% | |||
| 40Δ | 6.68 | 101.9% | 4.2% | |||
| 45Δ | 6.75 | 103.4% | 3.7% | |||
| 50Δ | 6.82 | 105.0% | 3.2% | |||
| 55Δ | 6.89 | 106.6% | 2.7% | |||
| 60Δ | 6.95 | 108.1% | 2.2% | |||
| 65Δ | 7.13 | 125.9% | 1.9% | |||
| 70Δ | 7.55 | 178.9% | 2.0% | |||
| 75Δ | 7.98 | 231.8% | 2.0% | |||
| 80Δ | 8.40 | 284.8% | 2.1% | |||
| Date | IV |
|---|---|
| 90.08% | |
| 156.84% |