Share price$4.25
1D+4.8%
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Market dataready · fetched 2026-10-21T17:47:56.900Z
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 · 2026-10-21T17:47:55.922017236Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:56.511505+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.39 | 315.2% | 29.3% | 3.55 | 279.0% | 18.3% |
| 25Δ | 4.93 | 219.7% | 18.1% | 3.90 | 170.3% | 10.1% |
| 30Δ | 4.50 | 130.8% | 7.7% | 4.04 | 136.6% | 7.1% |
| 35Δ | 4.46 | 124.6% | 7.1% | 4.10 | 135.8% | 6.4% |
| 40Δ | 4.42 | 118.5% | 6.5% | 4.15 | 135.1% | 5.8% |
| 45Δ | 4.38 | 112.3% | 6.0% | 4.21 | 134.3% | 5.1% |
| 50Δ | 4.34 | 106.2% | 5.4% | 4.26 | 133.6% | 4.4% |
| 55Δ | 4.30 | 100.1% | 4.8% | 4.32 | 132.9% | 3.8% |
| 60Δ | 4.26 | 93.9% | 4.2% | 4.38 | 132.1% | 3.1% |
| 65Δ | 4.23 | 87.8% | 3.6% | 4.43 | 131.4% | 2.4% |
| 70Δ | 4.19 | 81.7% | 3.0% | 4.49 | 130.6% | 1.8% |
| 75Δ | 4.15 | 75.5% | 2.4% | 4.81 | 205.4% | 2.0% |
| 80Δ | 4.11 | 69.4% | 1.8% | 5.31 | 302.3% | 2.2% |
| Date | IV |
|---|---|
| 94.16% | |
| 106.63% |