Share price$4.45
1D-2.2%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:02:25.153Z
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 · 2026-10-21T17:02:21.185915758Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:02:24.835117+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.02 | 800.0% | 111.2% | 4.08 | 124.0% | 9.4% |
| 25Δ | 8.11 | 800.0% | 90.6% | 4.14 | 119.7% | 8.3% |
| 30Δ | 7.22 | 642.7% | 69.2% | 4.20 | 115.4% | 7.3% |
| 35Δ | 6.33 | 465.0% | 47.8% | 4.26 | 111.0% | 6.3% |
| 40Δ | 5.45 | 287.3% | 26.4% | 4.32 | 106.7% | 5.3% |
| 45Δ | 4.56 | 109.7% | 5.0% | 4.38 | 102.4% | 4.3% |
| 50Δ | 4.44 | 103.6% | 3.2% | 4.44 | 98.1% | 3.2% |
| 55Δ | 4.38 | 110.8% | 2.9% | 4.50 | 94.5% | 2.2% |
| 60Δ | 4.31 | 118.0% | 2.5% | 4.62 | 120.1% | 2.2% |
| 65Δ | 4.25 | 125.2% | 2.2% | 4.75 | 145.7% | 2.1% |
| 70Δ | 4.18 | 132.4% | 1.9% | 4.87 | 171.2% | 2.1% |
| 75Δ | 4.12 | 139.5% | 1.6% | 4.99 | 196.8% | 2.0% |
| 80Δ | 4.05 | 146.7% | 1.3% | 5.33 | 229.2% | 1.7% |
| Date | IV |
|---|---|
| 116.40% | |
| 149.02% |