Share price$2.50
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T11:10:13.169Z
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 · 2026-10-22T11:00:00.044584889Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.05 | 99.5% | 21.8% | |||
| 25Δ | 2.14 | 99.6% | 19.5% | |||
| 30Δ | 2.24 | 99.6% | 17.3% | |||
| 35Δ | 2.33 | 99.6% | 15.0% | |||
| 40Δ | 2.43 | 99.7% | 12.8% | |||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 2.50 | 79.0% | 9.0% | |||
| 60Δ | 2.38 | 100.6% | 9.0% | |||
| 65Δ | 2.26 | 122.3% | 9.0% | |||
| 70Δ | 2.15 | 143.9% | 9.0% | |||
| 75Δ | 2.03 | 165.5% | 9.0% | |||
| 80Δ | 1.85 | 176.8% | 7.5% | |||
No recorded observations