Share price$5.92
1D-4.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:46:21.620Z
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 · 2026-10-22T20:22:17.65645527Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.58 | 159.1% | 65.9% | 4.44 | 163.1% | 31.1% |
| 25Δ | 14.45 | 287.0% | 152.5% | 5.01 | 118.7% | 21.3% |
| 30Δ | 9.07 | 169.6% | 59.9% | 5.24 | 111.8% | 18.5% |
| 35Δ | 6.88 | 98.0% | 21.9% | 5.47 | 105.0% | 15.7% |
| 40Δ | 6.65 | 98.1% | 19.3% | 5.70 | 98.1% | 12.9% |
| 45Δ | 6.42 | 98.1% | 16.7% | 5.93 | 91.2% | 10.1% |
| 50Δ | 6.19 | 98.2% | 14.0% | 6.19 | 93.6% | 8.6% |
| 55Δ | 5.95 | 99.1% | 11.6% | 6.48 | 100.5% | 7.8% |
| 60Δ | 5.72 | 103.4% | 10.3% | 6.77 | 107.5% | 6.9% |
| 65Δ | 5.49 | 107.8% | 8.9% | 7.11 | 114.8% | 6.1% |
| 70Δ | 5.25 | 112.2% | 7.5% | 7.64 | 124.0% | 5.2% |
| 75Δ | 5.02 | 116.5% | 6.1% | 8.29 | 132.3% | 4.2% |
| 80Δ | 4.30 | 188.3% | 6.7% | 9.24 | 138.6% | 3.2% |
| Date | IV |
|---|---|
| 103.47% | |
| 100.85% |