Share price$4.25
1D+4.7%
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Market dataready · fetched 2026-10-21T16:59:21.226Z
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 · 2026-10-21T16:58:54.863808571Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:20.870849+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.40 | 312.4% | 29.2% | 3.56 | 275.0% | 18.2% |
| 25Δ | 4.94 | 218.9% | 18.2% | 3.91 | 165.9% | 9.8% |
| 30Δ | 4.04 | 136.9% | 7.2% | |||
| 35Δ | 4.10 | 136.5% | 6.5% | |||
| 40Δ | 4.16 | 136.1% | 5.8% | |||
| 45Δ | 4.21 | 135.7% | 5.1% | |||
| 50Δ | 4.27 | 135.3% | 4.5% | |||
| 55Δ | 4.33 | 134.9% | 3.8% | |||
| 60Δ | 4.39 | 134.5% | 3.1% | |||
| 65Δ | 4.44 | 134.1% | 2.4% | |||
| 70Δ | 4.50 | 133.7% | 1.8% | |||
| 75Δ | 4.86 | 221.2% | 2.2% | |||
| 80Δ | 5.48 | 326.4% | 2.4% | |||
| Date | IV |
|---|---|
| 94.16% | |
| 106.63% |