Share price$4.44
1D-2.5%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:56.291Z
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 · 2026-10-21T17:52:53.754131595Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:05.512230+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.93 | 800.0% | 119.6% | 4.08 | 122.7% | 9.2% |
| 25Δ | 8.01 | 800.0% | 89.2% | 4.13 | 118.4% | 8.2% |
| 30Δ | 7.10 | 621.6% | 67.0% | 4.19 | 114.2% | 7.3% |
| 35Δ | 6.19 | 441.1% | 44.9% | 4.25 | 109.9% | 6.3% |
| 40Δ | 5.28 | 260.7% | 22.9% | 4.31 | 105.7% | 5.3% |
| 45Δ | 4.49 | 106.8% | 3.9% | 4.36 | 101.5% | 4.4% |
| 50Δ | 4.43 | 113.3% | 3.5% | 4.42 | 97.2% | 3.4% |
| 55Δ | 4.36 | 119.8% | 3.2% | 4.48 | 93.0% | 2.4% |
| 60Δ | 4.30 | 126.2% | 2.8% | 4.63 | 106.1% | 1.9% |
| 65Δ | 4.23 | 132.7% | 2.4% | 4.84 | 131.7% | 1.7% |
| 70Δ | 4.17 | 139.2% | 2.1% | 5.06 | 157.4% | 1.5% |
| 75Δ | 4.10 | 145.6% | 1.7% | 5.28 | 183.0% | 1.3% |
| 80Δ | 4.04 | 152.1% | 1.3% | 5.49 | 208.6% | 1.1% |
| Date | IV |
|---|---|
| 116.40% | |
| 149.02% |