Share price$5.90
1D-4.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:11:39.719Z
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 · 2026-10-22T18:10:00.341464399Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.58 | 160.1% | 66.7% | 4.42 | 163.6% | 31.2% |
| 25Δ | 14.49 | 288.2% | 154.3% | 4.99 | 118.2% | 21.2% |
| 30Δ | 7.03 | 93.5% | 23.6% | 5.22 | 111.7% | 18.5% |
| 35Δ | 7.60 | 150.4% | 37.2% | 5.45 | 105.6% | 15.8% |
| 40Δ | 7.80 | 180.4% | 43.1% | 5.68 | 99.6% | 13.1% |
| 45Δ | 7.10 | 146.7% | 31.0% | 5.90 | 93.6% | 10.4% |
| 50Δ | 6.41 | 112.9% | 18.8% | 6.16 | 94.1% | 8.7% |
| 55Δ | 5.92 | 92.6% | 10.9% | 6.44 | 99.5% | 7.8% |
| 60Δ | 5.72 | 92.3% | 9.4% | 6.72 | 104.9% | 6.8% |
| 65Δ | 5.52 | 92.0% | 7.9% | 7.00 | 110.3% | 5.9% |
| 70Δ | 5.33 | 91.7% | 6.4% | 7.51 | 118.8% | 5.0% |
| 75Δ | 5.13 | 91.4% | 4.9% | 8.05 | 127.2% | 4.1% |
| 80Δ | 4.66 | 131.6% | 4.7% | 8.97 | 131.9% | 3.1% |
| Date | IV |
|---|---|
| 103.47% | |
| 100.85% |