Share price$5.99
1D+1.7%
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Market dataready · fetched 2026-10-21T17:51:25.322Z
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 · 2026-10-21T17:51:11.4396643Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:51:24.924633+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.46 | 759.6% | 96.3% | 4.69 | 477.6% | 26.3% |
| 25Δ | 8.56 | 536.8% | 47.9% | 5.26 | 292.0% | 15.6% |
| 30Δ | 8.02 | 445.7% | 38.4% | 5.56 | 196.8% | 10.0% |
| 35Δ | 7.52 | 357.4% | 29.6% | 5.67 | 167.9% | 8.0% |
| 40Δ | 7.02 | 269.0% | 20.8% | 5.78 | 139.0% | 6.1% |
| 45Δ | 6.52 | 180.7% | 12.0% | 5.89 | 110.1% | 4.2% |
| 50Δ | 6.03 | 92.3% | 3.2% | 6.01 | 83.4% | 2.3% |
| 55Δ | 5.92 | 98.3% | 2.5% | 6.32 | 146.5% | 2.7% |
| 60Δ | 5.83 | 109.8% | 2.3% | 6.64 | 209.6% | 3.0% |
| 65Δ | 5.74 | 121.2% | 2.1% | 6.95 | 272.7% | 3.4% |
| 70Δ | 5.66 | 132.6% | 1.8% | 7.27 | 335.8% | 3.7% |
| 75Δ | 5.57 | 144.0% | 1.6% | 8.17 | 454.8% | 4.2% |
| 80Δ | 5.45 | 159.5% | 1.4% | 10.62 | 675.7% | 4.5% |
| Date | IV |
|---|---|
| 94.63% | |
| 88.63% |