Share price$2.52
1D-0.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:50:51.708Z
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 · 2026-10-22T22:36:47.55453688Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:50:50.413620+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.03 | 258.3% | 146.4% | 1.76 | 340.0% | 47.3% |
| 25Δ | 6.58 | 308.8% | 171.2% | 2.01 | 241.6% | 35.1% |
| 30Δ | 7.13 | 359.3% | 195.9% | 2.17 | 211.8% | 29.2% |
| 35Δ | 7.17 | 375.7% | 199.4% | 2.32 | 181.9% | 23.4% |
| 40Δ | 6.17 | 323.0% | 159.9% | 2.48 | 152.1% | 17.5% |
| 45Δ | 5.18 | 270.4% | 120.3% | 3.08 | 167.5% | 15.5% |
| 50Δ | 4.18 | 217.7% | 80.8% | 3.75 | 190.3% | 14.2% |
| 55Δ | 3.18 | 165.1% | 41.3% | 4.42 | 213.1% | 12.9% |
| 60Δ | 2.46 | 129.7% | 13.5% | 5.09 | 235.9% | 11.5% |
| 65Δ | 2.34 | 132.4% | 11.5% | 5.76 | 258.7% | 10.2% |
| 70Δ | 2.21 | 135.1% | 9.5% | 6.44 | 281.5% | 8.9% |
| 75Δ | 2.09 | 137.9% | 7.6% | 7.11 | 304.4% | 7.5% |
| 80Δ | 1.93 | 148.0% | 5.9% | |||
| Date | IV |
|---|---|
| 144.40% | |
| 168.03% |