Share price$6.67
1D+1.6%
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Market dataready · fetched 2026-10-21T17:01:21.756Z
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 · 2026-10-21T17:01:00.779561921Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:21.196681+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.26 | 109.9% | 10.1% | 5.96 | 153.3% | 11.6% |
| 25Δ | 12.29 | 774.2% | 96.3% | 6.24 | 109.9% | 7.4% |
| 30Δ | 11.62 | 693.8% | 85.3% | 6.50 | 67.9% | 3.4% |
| 35Δ | 10.95 | 613.3% | 74.4% | 6.56 | 70.7% | 3.2% |
| 40Δ | 10.29 | 532.9% | 63.4% | 6.61 | 73.6% | 2.9% |
| 45Δ | 9.62 | 452.4% | 52.5% | 6.67 | 76.4% | 2.6% |
| 50Δ | 8.95 | 371.9% | 41.5% | 6.72 | 79.2% | 2.3% |
| 55Δ | 8.29 | 291.5% | 30.6% | 6.78 | 82.0% | 2.1% |
| 60Δ | 7.62 | 211.0% | 19.6% | 6.83 | 84.8% | 1.8% |
| 65Δ | 6.95 | 130.6% | 8.7% | 6.89 | 87.6% | 1.5% |
| 70Δ | 6.95 | 90.5% | 1.2% | |||
| 75Δ | 7.00 | 93.6% | 1.0% | |||
| 80Δ | 7.29 | 125.3% | 0.9% | |||
| Date | IV |
|---|---|
| 75.55% | |
| 86.38% |