Share price$9.18
1D+3.0%
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Market dataready · fetched 2026-10-21T17:52:13.811Z
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 · 2026-10-21T17:51:45.306894521Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:12.672094+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.07 | 119.5% | 10.7% | 8.63 | 96.6% | 6.9% |
| 25Δ | 9.83 | 108.0% | 8.2% | 8.73 | 96.0% | 6.0% |
| 30Δ | 9.59 | 96.6% | 5.8% | 8.84 | 95.5% | 5.1% |
| 35Δ | 9.45 | 92.5% | 4.6% | 8.94 | 94.9% | 4.3% |
| 40Δ | 9.37 | 92.7% | 4.1% | 9.04 | 94.5% | 3.6% |
| 45Δ | 9.28 | 93.0% | 3.6% | 9.12 | 94.2% | 3.2% |
| 50Δ | 9.20 | 93.2% | 3.1% | 9.20 | 94.0% | 2.8% |
| 55Δ | 9.12 | 93.5% | 2.6% | 9.29 | 93.8% | 2.4% |
| 60Δ | 9.04 | 93.7% | 2.1% | 9.37 | 93.6% | 2.0% |
| 65Δ | 8.90 | 108.1% | 1.9% | 9.45 | 93.3% | 1.6% |
| 70Δ | 8.71 | 135.1% | 1.9% | 9.69 | 122.7% | 1.6% |
| 75Δ | 8.52 | 162.2% | 1.9% | 11.11 | 316.6% | 3.2% |
| 80Δ | 12.20 | 380.3% | 2.8% | |||
| Date | IV |
|---|---|
| 88.21% | |
| 85.64% |