Share price$3.19
1D-13.5%
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Market dataready · fetched 2026-10-20T06:07:41.837Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:59:09.11450537Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:07:41.318828+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.61 | 116.3% | 47.9% | 2.59 | 114.0% | 24.1% |
| 25Δ | 4.25 | 110.1% | 37.4% | 2.72 | 128.8% | 23.0% |
| 30Δ | 3.94 | 103.1% | 28.3% | 2.85 | 143.7% | 22.0% |
| 35Δ | 3.73 | 94.4% | 22.5% | 2.99 | 158.5% | 21.0% |
| 40Δ | 3.52 | 85.7% | 16.6% | 3.12 | 148.6% | 18.0% |
| 45Δ | 3.41 | 86.7% | 14.5% | 3.25 | 136.0% | 14.9% |
| 50Δ | 3.30 | 88.8% | 12.9% | 3.39 | 123.4% | 11.8% |
| 55Δ | 3.20 | 91.0% | 11.3% | 3.69 | 133.5% | 10.0% |
| 60Δ | 3.09 | 93.2% | 9.6% | 4.45 | 207.0% | 12.6% |
| 65Δ | 2.98 | 97.7% | 8.2% | 4.33 | 174.7% | 9.9% |
| 70Δ | 2.79 | 123.4% | 8.2% | 4.22 | 142.4% | 7.2% |
| 75Δ | 2.60 | 149.2% | 8.2% | 4.10 | 110.2% | 4.5% |
| 80Δ | 2.33 | 178.5% | 7.5% | 4.24 | 93.3% | 2.2% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 104.44% | 18.05 pp | 27.27% |