Share price$10.67
1D
Price history unavailable.
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 2026-10-22T10:53:33.040Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-10-22T10:35:59.046939064Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.77 | 178.7% | 80.5% | 8.02 | 163.2% | 31.6% |
| 25Δ | 21.79 | 241.5% | 111.7% | 8.67 | 161.8% | 28.0% |
| 30Δ | 15.92 | 174.0% | 56.5% | 9.31 | 160.5% | 24.3% |
| 35Δ | 14.40 | 168.4% | 44.0% | 9.95 | 159.1% | 20.6% |
| 40Δ | 13.69 | 174.3% | 39.5% | 10.78 | 170.3% | 18.9% |
| 45Δ | 12.99 | 180.1% | 35.0% | 11.62 | 182.5% | 17.3% |
| 50Δ | 12.26 | 182.8% | 30.3% | 12.45 | 194.6% | 15.7% |
| 55Δ | 11.50 | 178.5% | 25.4% | 12.98 | 184.2% | 13.5% |
| 60Δ | 10.74 | 174.3% | 20.4% | 13.49 | 172.4% | 11.2% |
| 65Δ | 9.98 | 170.5% | 15.5% | 14.00 | 160.6% | 8.9% |
| 70Δ | 9.21 | 185.5% | 13.5% | 14.51 | 148.8% | 6.6% |
| 75Δ | 8.44 | 200.4% | 11.6% | 15.03 | 137.1% | 4.4% |
| 80Δ | 7.68 | 215.4% | 9.6% | 15.60 | 125.9% | 3.3% |
No recorded observations