Share price$2.96
1D+6.0%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T15:08:26.455Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T20:00:00.688138169Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.44 | 191.0% | 157.6% | |||
| 25Δ | 6.89 | 196.0% | 141.3% | |||
| 30Δ | 6.33 | 201.0% | 125.0% | 2.61 | 162.5% | 30.3% |
| 35Δ | 5.78 | 206.0% | 108.7% | 2.85 | 158.2% | 27.6% |
| 40Δ | 5.23 | 211.0% | 92.5% | 3.08 | 153.9% | 24.9% |
| 45Δ | 4.77 | 202.5% | 78.6% | 3.31 | 149.5% | 22.3% |
| 50Δ | 4.38 | 184.8% | 66.5% | 3.54 | 145.2% | 19.6% |
| 55Δ | 3.99 | 167.1% | 54.3% | 3.78 | 140.9% | 16.9% |
| 60Δ | 3.60 | 149.3% | 42.1% | 4.01 | 136.6% | 14.2% |
| 65Δ | 3.20 | 131.6% | 30.0% | 4.24 | 132.3% | 11.6% |
| 70Δ | 2.81 | 113.9% | 17.8% | 4.48 | 127.9% | 8.9% |
| 75Δ | 4.71 | 123.6% | 6.2% | |||
| 80Δ | 4.94 | 119.3% | 3.5% | |||
No recorded observations