Share price$9.16
1D+2.7%
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Market dataready · fetched 2026-10-21T17:01:28.668Z
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 · 2026-10-21T17:01:27.694893454Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:28.160853+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.06 | 120.2% | 10.8% | 8.56 | 110.3% | 7.5% |
| 25Δ | 9.81 | 109.0% | 8.3% | 8.68 | 105.3% | 6.4% |
| 30Δ | 9.56 | 97.8% | 5.8% | 8.80 | 100.3% | 5.4% |
| 35Δ | 9.44 | 94.2% | 4.7% | 8.91 | 95.3% | 4.4% |
| 40Δ | 9.36 | 93.2% | 4.2% | 9.02 | 91.4% | 3.5% |
| 45Δ | 9.27 | 92.2% | 3.7% | 9.10 | 90.8% | 3.1% |
| 50Δ | 9.19 | 91.3% | 3.1% | 9.18 | 90.1% | 2.7% |
| 55Δ | 9.11 | 90.3% | 2.6% | 9.26 | 89.4% | 2.3% |
| 60Δ | 9.03 | 89.3% | 2.0% | 9.34 | 88.8% | 2.0% |
| 65Δ | 9.41 | 88.1% | 1.6% | |||
| 70Δ | 9.49 | 87.4% | 1.2% | |||
| 75Δ | 12.06 | 405.3% | 3.8% | |||
| 80Δ | 13.13 | 463.4% | 3.3% | |||
| Date | IV |
|---|---|
| 88.21% | |
| 85.64% |