Share price$5.75
1D+3.0%
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 dataready · fetched 2026-10-22T23:10:25.871Z
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 · 2026-10-22T22:30:02.056776954Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:10:23.979738+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.00 | 150.0% | 60.4% | 4.41 | 146.8% | 29.3% |
| 25Δ | 7.91 | 129.9% | 42.2% | 4.74 | 147.0% | 25.6% |
| 30Δ | 7.50 | 129.2% | 36.3% | 5.06 | 147.3% | 22.2% |
| 35Δ | 7.09 | 128.5% | 30.5% | 5.37 | 148.1% | 19.7% |
| 40Δ | 6.76 | 126.2% | 26.0% | 5.67 | 148.9% | 17.3% |
| 45Δ | 6.44 | 123.5% | 21.9% | 5.98 | 149.6% | 14.9% |
| 50Δ | 6.13 | 120.8% | 17.8% | 6.32 | 149.2% | 13.0% |
| 55Δ | 5.85 | 119.9% | 14.8% | 6.66 | 148.6% | 11.1% |
| 60Δ | 5.61 | 120.4% | 12.7% | 6.99 | 148.0% | 9.2% |
| 65Δ | 5.36 | 120.9% | 10.5% | 7.52 | 153.1% | 7.8% |
| 70Δ | 5.11 | 121.4% | 8.3% | 8.05 | 158.1% | 6.4% |
| 75Δ | 4.85 | 119.9% | 6.5% | 8.71 | 160.9% | 5.0% |
| 80Δ | 4.58 | 117.0% | 5.0% | 9.71 | 170.1% | 3.7% |
No recorded observations