Share price$4.76
1D-8.3%
Sold putSold callAH
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 2026-10-22T23:27:46.902Z
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 · 2026-10-22T23:00:00.003302051Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.45 | 194.9% | 35.2% | |||
| 25Δ | 3.91 | 151.7% | 25.8% | |||
| 30Δ | 6.97 | 174.2% | 53.8% | 4.14 | 133.2% | 21.4% |
| 35Δ | 6.11 | 145.9% | 36.1% | 4.31 | 121.2% | 18.3% |
| 40Δ | 5.65 | 124.8% | 26.8% | 4.49 | 109.1% | 15.1% |
| 45Δ | 5.25 | 104.8% | 18.6% | 4.66 | 97.1% | 12.0% |
| 50Δ | 4.93 | 96.5% | 13.1% | 4.84 | 85.0% | 8.9% |
| 55Δ | 4.73 | 107.5% | 12.2% | 5.01 | 73.9% | 5.9% |
| 60Δ | 4.53 | 118.6% | 11.2% | 5.22 | 76.9% | 5.2% |
| 65Δ | 4.34 | 129.6% | 10.3% | 5.43 | 80.0% | 4.4% |
| 70Δ | 4.14 | 140.7% | 9.4% | 5.64 | 83.1% | 3.6% |
| 75Δ | 3.90 | 153.7% | 8.3% | 5.85 | 86.1% | 2.9% |
| 80Δ | 3.52 | 172.1% | 6.9% | 6.13 | 89.4% | 2.1% |
| Date | IV |
|---|---|
| 83.31% | |
| 78.07% |