Share price$6.92
1D
Price history unavailable.
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 dataready · fetched 2026-10-23T10:02:54.246Z
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 · 2026-10-23T10:02:29.945152635Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T10:02:50.944945+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.09 | 181.4% | 79.3% | 4.99 | 222.9% | 37.6% |
| 25Δ | 12.82 | 222.0% | 92.2% | 5.54 | 230.2% | 34.0% |
| 30Δ | 11.03 | 204.3% | 67.6% | 6.10 | 235.5% | 30.3% |
| 35Δ | 10.24 | 206.1% | 58.2% | 6.65 | 230.7% | 26.5% |
| 40Δ | 9.51 | 207.4% | 49.7% | 7.25 | 229.7% | 23.1% |
| 45Δ | 8.83 | 208.5% | 42.0% | 7.91 | 234.7% | 20.5% |
| 50Δ | 8.22 | 209.6% | 35.7% | 8.59 | 233.8% | 17.8% |
| 55Δ | 7.64 | 208.2% | 29.7% | 9.61 | 245.8% | 15.7% |
| 60Δ | 7.07 | 205.5% | 23.9% | 10.41 | 244.5% | 13.4% |
| 65Δ | 6.56 | 196.3% | 18.7% | 10.97 | 231.2% | 10.6% |
| 70Δ | 6.06 | 186.2% | 13.6% | 12.58 | 244.9% | 8.8% |
| 75Δ | 5.58 | 188.2% | 10.8% | 13.96 | 244.4% | 6.9% |
| 80Δ | 5.10 | 191.7% | 8.2% | 14.14 | 221.0% | 4.6% |
| Date | IV |
|---|---|
| 170.14% | |
| 170.55% |