Share price$2.53
1D-0.4%
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 2026-10-22T21:21:07.036Z
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 · 2026-10-22T20:10:00.002615094Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.84 | 134.6% | 56.4% | 1.35 | 269.8% | 53.3% |
| 25Δ | 4.55 | 205.5% | 88.0% | 1.49 | 252.8% | 49.0% |
| 30Δ | 5.26 | 276.4% | 119.5% | 1.62 | 235.8% | 44.8% |
| 35Δ | 5.98 | 347.3% | 151.1% | 1.75 | 218.8% | 40.6% |
| 40Δ | 5.59 | 343.3% | 139.7% | 1.89 | 201.8% | 36.4% |
| 45Δ | 5.17 | 337.2% | 127.1% | 2.02 | 184.8% | 32.2% |
| 50Δ | 4.75 | 331.0% | 114.5% | 2.15 | 167.8% | 28.0% |
| 55Δ | 4.32 | 324.9% | 101.9% | 2.29 | 150.8% | 23.7% |
| 60Δ | 3.90 | 318.7% | 89.3% | 2.42 | 133.8% | 19.5% |
| 65Δ | 3.48 | 312.6% | 76.7% | 2.55 | 116.9% | 15.3% |
| 70Δ | 3.06 | 306.4% | 64.1% | 2.69 | 99.9% | 11.1% |
| 75Δ | 2.63 | 300.2% | 51.6% | 2.82 | 82.9% | 6.9% |
| 80Δ | 2.21 | 294.1% | 39.0% | 2.95 | 65.9% | 2.7% |
No recorded observations