Share price$5.76
1D+0.2%
Sold putSold call
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 2026-10-22T18:27:33.619Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-22T18:27:06.35456905Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.38 | 104.5% | 119.3% | |||
| 25Δ | 10.30 | 93.8% | 84.2% | |||
| 30Δ | 8.22 | 83.2% | 49.1% | 5.24 | 68.9% | 18.6% |
| 35Δ | 7.30 | 79.6% | 34.6% | 5.62 | 68.8% | 17.1% |
| 40Δ | 6.98 | 80.0% | 31.2% | 5.99 | 68.7% | 15.6% |
| 45Δ | 6.67 | 80.3% | 27.8% | 6.37 | 68.6% | 14.0% |
| 50Δ | 6.36 | 80.6% | 24.4% | 6.74 | 68.4% | 12.5% |
| 55Δ | 6.05 | 81.0% | 20.9% | 7.12 | 68.3% | 11.0% |
| 60Δ | 5.74 | 81.3% | 17.5% | 7.49 | 68.2% | 9.5% |
| 65Δ | 5.42 | 81.6% | 14.1% | 7.87 | 68.1% | 7.9% |
| 70Δ | 5.11 | 82.0% | 10.7% | 8.24 | 68.0% | 6.4% |
| 75Δ | 8.62 | 67.9% | 4.9% | |||
| 80Δ | 8.99 | 67.7% | 3.3% | |||
No recorded observations