Share price$5.96
1D+13.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T06:52:54.059Z
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 · 2026-10-23T00:00:01.701278592Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:52:53.456424+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.27 | 232.0% | 38.8% | |||
| 25Δ | 4.76 | 232.9% | 34.3% | |||
| 30Δ | 5.25 | 233.4% | 30.2% | |||
| 35Δ | 5.75 | 233.4% | 26.7% | |||
| 40Δ | 6.21 | 228.7% | 23.2% | |||
| 45Δ | 7.92 | 226.0% | 48.2% | 6.65 | 219.1% | 19.8% |
| 50Δ | 7.22 | 219.8% | 38.6% | 7.57 | 242.5% | 18.1% |
| 55Δ | 6.63 | 211.7% | 30.6% | |||
| 60Δ | 6.08 | 202.6% | 23.5% | |||
| 65Δ | 5.64 | 208.0% | 19.7% | |||
| 70Δ | 5.21 | 215.8% | 16.5% | |||
| 75Δ | 4.78 | 217.1% | 13.2% | |||
| 80Δ | 4.33 | 211.7% | 9.6% | |||
| Date | IV |
|---|---|
| 214.65% | |
| 216.31% |