Share price$2.77
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T08:22:58.424Z
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 · 2026-10-22T08:02:07.826471485Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.58 | 160.7% | 69.6% | 2.04 | 151.3% | 30.9% |
| 25Δ | 3.75 | 112.9% | 39.2% | 2.32 | 108.3% | 20.7% |
| 30Δ | 3.46 | 95.2% | 29.0% | 2.53 | 81.2% | 13.8% |
| 35Δ | 3.17 | 77.5% | 18.7% | 2.61 | 81.9% | 12.4% |
| 40Δ | 2.97 | 66.5% | 12.3% | 2.70 | 82.7% | 11.0% |
| 45Δ | 2.91 | 64.3% | 11.0% | 2.78 | 83.4% | 9.7% |
| 50Δ | 2.85 | 62.2% | 9.7% | 2.87 | 84.2% | 8.3% |
| 55Δ | 2.79 | 60.0% | 8.4% | 2.95 | 84.9% | 6.9% |
| 60Δ | 2.74 | 57.9% | 7.1% | 3.08 | 89.4% | 5.9% |
| 65Δ | 2.68 | 55.7% | 5.8% | 3.26 | 98.8% | 5.2% |
| 70Δ | 2.62 | 53.6% | 4.5% | 3.44 | 108.2% | 4.6% |
| 75Δ | 2.56 | 51.4% | 3.2% | 3.92 | 137.7% | 4.3% |
| 80Δ | 4.78 | 174.0% | 3.8% | |||
No recorded observations