Share price$6.69
1D+1.9%
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 dataready · fetched 2026-10-21T17:52:50.111Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:45.279645351Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:49.617975+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.94 | 625.9% | 90.8% | 6.00 | 151.7% | 11.3% |
| 25Δ | 12.28 | 773.2% | 95.6% | 6.29 | 105.5% | 7.0% |
| 30Δ | 11.67 | 698.5% | 85.6% | 6.51 | 72.0% | 3.7% |
| 35Δ | 11.06 | 623.9% | 75.6% | 6.57 | 74.8% | 3.4% |
| 40Δ | 10.45 | 549.3% | 65.5% | 6.63 | 77.7% | 3.1% |
| 45Δ | 9.84 | 474.7% | 55.5% | 6.68 | 80.5% | 2.8% |
| 50Δ | 9.22 | 400.0% | 45.5% | 6.74 | 83.3% | 2.5% |
| 55Δ | 8.61 | 325.4% | 35.5% | 6.80 | 86.1% | 2.2% |
| 60Δ | 8.00 | 250.8% | 25.5% | 6.85 | 89.0% | 1.9% |
| 65Δ | 7.39 | 176.1% | 15.5% | 6.91 | 91.8% | 1.6% |
| 70Δ | 6.78 | 101.5% | 5.5% | 6.97 | 94.6% | 1.3% |
| 75Δ | 7.11 | 108.2% | 1.1% | |||
| 80Δ | 7.36 | 135.7% | 1.0% | |||
| Date | IV |
|---|---|
| 75.55% | |
| 86.38% |