Share price$2.98
1D-3.5%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:26.832Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:51:47.159423211Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:58.689151+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.62 | 195.4% | 14.0% | |||
| 25Δ | 3.48 | 259.4% | 19.5% | 2.68 | 193.6% | 12.5% |
| 30Δ | 3.38 | 244.4% | 16.8% | 2.75 | 191.7% | 11.0% |
| 35Δ | 3.29 | 229.5% | 14.1% | 2.81 | 189.8% | 9.5% |
| 40Δ | 3.19 | 214.5% | 11.4% | 2.88 | 188.0% | 8.0% |
| 45Δ | 3.10 | 199.6% | 8.7% | 2.94 | 186.1% | 6.5% |
| 50Δ | 3.01 | 184.6% | 6.1% | 3.01 | 184.9% | 5.0% |
| 55Δ | 2.90 | 257.3% | 6.4% | 3.09 | 191.7% | 4.5% |
| 60Δ | 2.79 | 335.9% | 6.9% | 3.17 | 198.6% | 3.9% |
| 65Δ | 2.68 | 414.5% | 7.5% | 3.25 | 205.4% | 3.4% |
| 70Δ | 2.57 | 493.2% | 8.0% | 3.33 | 212.3% | 2.8% |
| 75Δ | 3.41 | 219.1% | 2.3% | |||
| 80Δ | 3.49 | 226.0% | 1.7% | |||
| Date | IV |
|---|---|
| 246.68% | |
| 220.10% |