Share price$0.99
1D+4.0%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T01:37:08.837Z
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 · 2026-10-23T00:00:00.007971249Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.61 | 169.2% | 68.9% | 0.64 | 416.8% | 56.5% |
| 25Δ | 1.74 | 221.2% | 85.9% | 0.73 | 394.2% | 51.4% |
| 30Δ | 1.86 | 273.1% | 102.9% | 0.82 | 371.5% | 46.4% |
| 35Δ | 1.99 | 325.1% | 119.9% | 0.91 | 348.9% | 41.3% |
| 40Δ | 2.12 | 377.1% | 136.9% | 1.00 | 326.2% | 36.3% |
| 45Δ | 2.25 | 429.0% | 153.9% | 1.09 | 303.6% | 31.3% |
| 50Δ | 2.38 | 481.0% | 170.9% | 1.18 | 280.9% | 26.2% |
| 55Δ | 2.92 | 552.2% | 230.7% | 1.28 | 258.3% | 21.2% |
| 60Δ | 6.97 | 798.2% | 655.8% | 1.37 | 235.6% | 16.1% |
| 65Δ | 4.97 | 788.1% | 453.3% | 1.46 | 213.0% | 11.1% |
| 70Δ | 4.22 | 685.4% | 377.3% | 1.80 | 239.8% | 8.6% |
| 75Δ | 3.47 | 582.6% | 301.4% | 3.82 | 376.1% | 8.6% |
| 80Δ | 2.72 | 479.9% | 225.5% | 7.18 | 468.8% | 8.6% |
No recorded observations