Share price$7.35
1D+0.0%
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Market datapartial · fetched 2026-10-23T18:36:32.583Z
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 · 2026-10-23T17:06:58.403496505Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.94 | 95.8% | 52.5% | |||
| 25Δ | 10.54 | 94.0% | 48.5% | |||
| 30Δ | 10.13 | 92.2% | 44.5% | |||
| 35Δ | 9.72 | 90.4% | 40.5% | |||
| 40Δ | 9.31 | 88.6% | 36.5% | |||
| 45Δ | 8.91 | 86.8% | 32.5% | |||
| 50Δ | 8.50 | 85.0% | 28.5% | |||
| 55Δ | 8.09 | 83.2% | 24.6% | |||
| 60Δ | 7.69 | 81.4% | 20.6% | |||
| 65Δ | 7.28 | 79.6% | 16.6% | |||
| 70Δ | 6.87 | 77.8% | 12.6% | |||
| 75Δ | 6.46 | 76.0% | 8.6% | |||
| 80Δ | 6.06 | 74.2% | 4.6% | |||
| Date | IV |
|---|---|
| 92.03% |