Share price$6.01
1D+2.2%
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Market dataready · fetched 2026-10-21T16:58:10.748Z
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 · 2026-10-21T16:57:42.688666814Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:10.419526+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.46 | 749.7% | 95.6% | 4.72 | 477.1% | 26.3% |
| 25Δ | 8.58 | 530.1% | 47.7% | 5.31 | 286.0% | 15.3% |
| 30Δ | 8.06 | 445.2% | 38.6% | 5.58 | 192.8% | 9.9% |
| 35Δ | 7.60 | 364.1% | 30.5% | 5.70 | 158.8% | 7.7% |
| 40Δ | 7.14 | 283.1% | 22.5% | 5.82 | 124.8% | 5.6% |
| 45Δ | 6.68 | 202.0% | 14.4% | 5.94 | 90.9% | 3.4% |
| 50Δ | 6.22 | 121.0% | 6.3% | 6.17 | 133.9% | 3.1% |
| 55Δ | 5.96 | 84.1% | 2.2% | 6.52 | 256.5% | 4.8% |
| 60Δ | 5.89 | 89.3% | 2.0% | 6.86 | 379.0% | 6.6% |
| 65Δ | 5.81 | 94.5% | 1.7% | 6.68 | 287.3% | 4.6% |
| 70Δ | 5.74 | 99.8% | 1.5% | 7.07 | 310.6% | 3.8% |
| 75Δ | 5.66 | 105.0% | 1.2% | 8.71 | 519.4% | 4.7% |
| 80Δ | 5.59 | 110.3% | 1.0% | 10.13 | 608.7% | 4.2% |
| Date | IV |
|---|---|
| 94.63% | |
| 88.63% |