Share price$3.45
1D+0.4%
Sold putSold call
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 2026-10-22T19:31:58.495Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16
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 · 2026-10-22T19:31:56.44680205Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.22 | 88.0% | 114.8% | |||
| 25Δ | 6.72 | 89.7% | 102.3% | 2.74 | 111.7% | 38.5% |
| 30Δ | 6.22 | 91.3% | 89.8% | 2.99 | 106.7% | 34.6% |
| 35Δ | 5.72 | 92.9% | 77.3% | 3.24 | 101.8% | 30.8% |
| 40Δ | 5.22 | 94.5% | 64.9% | 3.50 | 96.8% | 27.0% |
| 45Δ | 3.75 | 91.9% | 23.2% | |||
| 50Δ | 4.00 | 87.0% | 19.4% | |||
| 55Δ | 4.26 | 82.0% | 15.5% | |||
| 60Δ | 4.51 | 77.1% | 11.7% | |||
| 65Δ | 4.77 | 72.1% | 7.9% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations