Share price$4.74
1D-8.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T19:24:02.848Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T19:17:57.7685739Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 6.85 | 115.8% | 51.6% | 4.14 | 98.6% | 21.9% |
| 35Δ | 6.53 | 113.0% | 46.6% | 4.32 | 94.7% | 19.9% |
| 40Δ | 6.21 | 110.3% | 41.7% | 4.51 | 90.7% | 17.9% |
| 45Δ | 5.89 | 107.5% | 36.7% | 4.69 | 86.8% | 15.9% |
| 50Δ | 5.58 | 104.7% | 31.7% | 4.87 | 82.8% | 13.9% |
| 55Δ | 5.26 | 101.9% | 26.8% | 5.05 | 78.9% | 11.9% |
| 60Δ | 4.94 | 99.1% | 21.8% | 5.23 | 74.9% | 9.9% |
| 65Δ | 4.63 | 96.3% | 16.9% | 5.41 | 71.0% | 7.9% |
| 70Δ | 4.31 | 93.5% | 11.9% | 5.60 | 67.0% | 5.8% |
| 75Δ | 3.98 | 92.2% | 7.0% | 5.78 | 63.1% | 3.8% |
| 80Δ | 3.31 | 139.7% | 6.0% | 5.96 | 59.1% | 1.8% |
| Date | IV |
|---|---|
| 83.31% | |
| 78.07% |