Share price$6.18
1D-13.9%
Sold putSold callAH
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 2026-10-23T02:32:03.978Z
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 · 2026-10-22T23:37:04.085756898Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.90 | 242.9% | 130.6% | 4.47 | 212.1% | 37.0% |
| 25Δ | 11.97 | 233.6% | 101.0% | 4.95 | 208.8% | 32.1% |
| 30Δ | 10.57 | 225.0% | 80.0% | 5.41 | 206.4% | 28.3% |
| 35Δ | 9.66 | 224.5% | 67.3% | 5.86 | 204.1% | 24.7% |
| 40Δ | 8.87 | 224.1% | 56.6% | 6.31 | 201.6% | 21.5% |
| 45Δ | 8.26 | 227.4% | 49.2% | 6.76 | 198.9% | 18.6% |
| 50Δ | 7.66 | 230.4% | 42.2% | 7.24 | 196.5% | 15.9% |
| 55Δ | 7.09 | 233.0% | 35.7% | 7.73 | 194.4% | 13.5% |
| 60Δ | 6.52 | 232.0% | 29.5% | 8.47 | 202.8% | 11.7% |
| 65Δ | 5.96 | 230.9% | 23.5% | 9.26 | 209.9% | 9.9% |
| 70Δ | 5.45 | 236.0% | 19.3% | 9.81 | 201.7% | 7.7% |
| 75Δ | 4.93 | 242.1% | 15.3% | 10.47 | 195.5% | 5.8% |
| 80Δ | 4.36 | 255.4% | 12.1% | 11.17 | 188.9% | 4.1% |
No recorded observations