Share price$5.13
1D+5.1%
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Market dataready · fetched 2026-10-21T16:58:11.522Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:57:53.826172799Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.87 | 439.9% | 56.0% | 4.68 | 137.9% | 10.1% |
| 25Δ | 5.81 | 173.3% | 14.8% | 4.77 | 138.5% | 8.8% |
| 30Δ | 5.44 | 134.0% | 8.0% | 4.86 | 139.0% | 7.5% |
| 35Δ | 5.37 | 134.3% | 7.2% | 4.95 | 139.5% | 6.3% |
| 40Δ | 5.30 | 134.5% | 6.4% | 5.03 | 142.2% | 5.3% |
| 45Δ | 5.24 | 134.8% | 5.6% | 5.12 | 148.4% | 4.8% |
| 50Δ | 5.17 | 135.0% | 4.8% | 5.20 | 154.6% | 4.3% |
| 55Δ | 5.10 | 135.3% | 4.0% | 5.28 | 160.9% | 3.8% |
| 60Δ | 5.03 | 135.5% | 3.2% | 5.37 | 167.1% | 3.3% |
| 65Δ | 4.95 | 134.8% | 2.6% | 5.45 | 173.4% | 2.8% |
| 70Δ | 4.87 | 133.3% | 2.2% | 5.63 | 198.7% | 2.5% |
| 75Δ | 4.78 | 131.9% | 1.8% | 5.95 | 249.9% | 2.5% |
| 80Δ | 4.70 | 130.4% | 1.4% | 6.61 | 340.3% | 2.5% |
| Date | IV |
|---|---|
| 149.24% | |
| 140.49% |