Share price$6.41
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:35.448Z
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 · 2026-10-22T20:00:00.461979567Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.50 | 311.0% | 42.6% | |||
| 25Δ | 5.23 | 209.0% | 31.9% | |||
| 30Δ | 9.85 | 189.0% | 62.2% | 5.92 | 232.5% | 30.1% |
| 35Δ | 9.31 | 189.0% | 57.7% | 6.60 | 256.0% | 28.3% |
| 40Δ | 8.77 | 189.0% | 53.1% | 7.29 | 279.5% | 26.5% |
| 45Δ | 8.23 | 189.0% | 48.6% | 7.96 | 280.5% | 23.6% |
| 50Δ | 7.69 | 189.0% | 44.1% | 8.62 | 271.5% | 20.3% |
| 55Δ | 7.15 | 189.0% | 39.5% | 9.28 | 262.5% | 17.0% |
| 60Δ | 6.61 | 188.9% | 35.0% | 9.94 | 253.5% | 13.7% |
| 65Δ | 6.07 | 188.9% | 30.5% | |||
| 70Δ | 5.53 | 188.9% | 26.0% | |||
| 75Δ | 4.98 | 188.9% | 21.4% | |||
| 80Δ | 4.44 | 188.9% | 16.9% | |||
| Date | IV |
|---|---|
| 133.96% |