Share price$5.80
1D-5.2%
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 2026-10-22T22:01:04.221Z
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 · 2026-10-22T21:16:33.865988579Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.83 | 189.3% | 91.6% | 4.73 | 107.8% | 21.8% |
| 25Δ | 12.07 | 236.3% | 115.4% | 5.23 | 87.0% | 16.1% |
| 30Δ | 11.34 | 223.8% | 104.2% | 5.54 | 98.0% | 15.2% |
| 35Δ | 10.62 | 211.3% | 93.0% | 5.84 | 109.0% | 14.3% |
| 40Δ | 9.89 | 198.8% | 81.7% | 6.15 | 119.9% | 13.4% |
| 45Δ | 9.16 | 186.3% | 70.5% | 6.46 | 130.9% | 12.5% |
| 50Δ | 8.43 | 173.8% | 59.3% | 6.77 | 141.9% | 11.6% |
| 55Δ | 7.70 | 161.3% | 48.1% | 7.08 | 152.9% | 10.7% |
| 60Δ | 6.97 | 148.8% | 36.9% | 7.39 | 163.9% | 9.8% |
| 65Δ | 6.25 | 136.3% | 25.7% | |||
| 70Δ | 5.52 | 123.8% | 14.5% | |||
| 75Δ | 4.80 | 132.7% | 6.4% | |||
| 80Δ | 4.10 | 194.5% | 6.3% | |||
No recorded observations