Share price$3.05
1D-1.2%
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Market dataready · fetched 2026-10-21T16:59:35.650Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:33.894181757Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:35.257889+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.66 | 241.7% | 22.0% | 2.65 | 218.2% | 15.3% |
| 25Δ | 3.50 | 235.6% | 17.2% | 2.73 | 219.3% | 13.6% |
| 30Δ | 3.43 | 221.0% | 15.1% | 2.81 | 220.5% | 11.8% |
| 35Δ | 3.35 | 206.4% | 13.1% | 2.88 | 221.6% | 10.1% |
| 40Δ | 3.28 | 191.8% | 11.0% | 2.96 | 222.8% | 8.3% |
| 45Δ | 3.20 | 177.2% | 8.9% | 3.04 | 230.2% | 7.1% |
| 50Δ | 3.13 | 162.7% | 6.8% | 3.14 | 245.0% | 6.5% |
| 55Δ | 3.05 | 148.1% | 4.7% | 3.24 | 259.9% | 5.8% |
| 60Δ | 2.96 | 164.0% | 3.5% | 3.33 | 274.7% | 5.2% |
| 65Δ | 2.82 | 252.5% | 4.1% | 3.43 | 289.6% | 4.6% |
| 70Δ | 2.69 | 341.0% | 4.8% | 3.58 | 313.7% | 4.0% |
| 75Δ | 2.55 | 429.5% | 5.5% | 3.85 | 362.2% | 3.5% |
| 80Δ | 2.31 | 526.9% | 5.1% | 4.62 | 480.5% | 3.3% |
| Date | IV |
|---|---|
| 246.68% | |
| 220.10% |