Share price$6.69
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T11:47:02.945Z
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 · 2026-10-22T08:01:07.590876529Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.74 | 235.1% | 125.9% | 5.07 | 152.4% | 30.1% |
| 25Δ | 10.35 | 165.2% | 60.2% | 5.32 | 143.7% | 27.3% |
| 30Δ | 9.05 | 131.8% | 40.9% | 5.57 | 135.1% | 24.6% |
| 35Δ | 8.00 | 101.6% | 25.1% | 5.82 | 126.4% | 21.8% |
| 40Δ | 7.38 | 87.2% | 16.9% | 6.07 | 117.7% | 19.0% |
| 45Δ | 7.15 | 86.9% | 15.4% | 6.32 | 109.1% | 16.2% |
| 50Δ | 6.91 | 86.5% | 13.9% | 6.57 | 100.4% | 13.5% |
| 55Δ | 6.68 | 86.2% | 12.3% | 6.83 | 91.7% | 10.7% |
| 60Δ | 6.45 | 85.9% | 10.8% | 7.08 | 83.0% | 7.9% |
| 65Δ | 6.22 | 85.6% | 9.3% | 7.33 | 74.4% | 5.1% |
| 70Δ | 5.99 | 85.2% | 7.8% | 8.98 | 99.7% | 3.6% |
| 75Δ | 5.76 | 84.9% | 6.3% | 13.71 | 200.2% | 4.8% |
| 80Δ | 5.53 | 84.6% | 4.7% | 17.06 | 268.4% | 5.5% |
No recorded observations