Share price$3.37
1D+13.7%
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Market dataready · fetched 2026-10-21T17:01:47.120Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:45.764397246Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:46.458055+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.78 | 800.0% | 116.5% | |||
| 25Δ | 6.12 | 800.0% | 96.3% | 3.05 | 225.0% | 12.5% |
| 30Δ | 5.59 | 800.0% | 80.8% | 3.13 | 238.5% | 11.5% |
| 35Δ | 5.05 | 766.1% | 63.7% | 3.21 | 252.1% | 10.5% |
| 40Δ | 4.51 | 725.3% | 46.1% | 3.30 | 265.6% | 9.6% |
| 45Δ | 3.45 | 183.3% | 7.1% | 3.38 | 279.1% | 8.6% |
| 50Δ | 3.39 | 185.0% | 6.4% | 3.46 | 292.7% | 7.6% |
| 55Δ | 3.32 | 186.6% | 5.6% | 3.77 | 405.1% | 8.1% |
| 60Δ | 3.26 | 188.2% | 4.9% | 4.34 | 625.5% | 10.2% |
| 65Δ | 3.19 | 189.8% | 4.1% | 4.09 | 448.3% | 6.7% |
| 70Δ | 3.13 | 191.4% | 3.3% | 5.36 | 749.2% | 8.3% |
| 75Δ | 3.07 | 193.1% | 2.6% | 6.12 | 800.0% | 8.6% |
| 80Δ | 3.00 | 194.7% | 1.8% | 6.78 | 800.0% | 10.8% |
| Date | IV |
|---|---|
| 281.10% |