Share price$4.67
1D-6.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:13:10.322Z
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 · 2026-10-22T15:13:08.418814449Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.76 | 263.6% | 157.8% | 3.35 | 208.8% | 37.1% |
| 25Δ | 10.02 | 240.8% | 122.0% | 3.73 | 193.2% | 31.0% |
| 30Δ | 8.29 | 218.1% | 86.2% | 4.08 | 181.1% | 25.9% |
| 35Δ | 6.88 | 201.3% | 57.4% | 4.38 | 178.1% | 23.3% |
| 40Δ | 6.40 | 202.2% | 49.2% | 4.67 | 175.1% | 20.7% |
| 45Δ | 5.94 | 203.7% | 41.5% | 4.97 | 172.1% | 18.1% |
| 50Δ | 5.57 | 208.2% | 36.4% | 5.27 | 169.0% | 15.5% |
| 55Δ | 5.20 | 212.7% | 31.3% | 5.56 | 166.0% | 12.9% |
| 60Δ | 4.84 | 217.7% | 26.7% | 5.86 | 163.0% | 10.2% |
| 65Δ | 4.47 | 223.3% | 22.6% | 6.41 | 168.8% | 8.3% |
| 70Δ | 4.11 | 228.8% | 18.5% | 7.19 | 182.6% | 7.1% |
| 75Δ | 3.74 | 226.1% | 14.5% | 7.97 | 196.4% | 5.8% |
| 80Δ | 3.37 | 219.8% | 10.5% | 7.71 | 158.2% | 3.6% |
| Date | IV |
|---|---|
| 236.02% |