Share price$5.22
1D+1.8%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T04:41:17.406Z
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 · 2026-10-22T00:00:01.673269264Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.46 | 269.5% | 164.0% | 3.73 | 218.6% | 37.9% |
| 25Δ | 9.96 | 225.9% | 98.0% | 4.19 | 197.6% | 31.4% |
| 30Δ | 8.35 | 200.2% | 68.2% | 4.55 | 193.1% | 27.4% |
| 35Δ | 7.39 | 183.8% | 51.1% | 4.91 | 188.7% | 23.4% |
| 40Δ | 6.71 | 171.3% | 39.4% | 5.27 | 187.1% | 20.4% |
| 45Δ | 6.18 | 161.2% | 30.4% | 5.64 | 186.4% | 17.8% |
| 50Δ | 5.80 | 160.7% | 25.3% | 6.01 | 185.6% | 15.2% |
| 55Δ | 5.50 | 165.0% | 22.1% | 6.37 | 181.0% | 12.9% |
| 60Δ | 5.19 | 169.3% | 18.9% | 6.73 | 176.4% | 10.7% |
| 65Δ | 4.88 | 172.7% | 15.9% | 7.16 | 174.1% | 8.6% |
| 70Δ | 4.56 | 174.4% | 13.0% | 7.81 | 178.7% | 7.1% |
| 75Δ | 4.23 | 176.1% | 10.2% | 8.35 | 175.4% | 5.4% |
| 80Δ | 3.87 | 179.2% | 7.6% | 8.84 | 168.8% | 3.8% |
No recorded observations