Share price$2.97
1D+1.0%
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Market dataready · fetched 2026-10-21T17:01:19.840Z
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 · 2026-10-21T17:01:14.03082147Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:19.347022+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.97 | 800.0% | 108.1% | 2.56 | 244.4% | 16.0% |
| 25Δ | 5.39 | 770.1% | 88.3% | 2.64 | 242.9% | 14.3% |
| 30Δ | 4.85 | 626.8% | 69.5% | 2.71 | 241.4% | 12.7% |
| 35Δ | 4.32 | 483.5% | 50.7% | 2.79 | 239.9% | 11.0% |
| 40Δ | 3.78 | 340.3% | 31.9% | 2.86 | 238.5% | 9.4% |
| 45Δ | 3.24 | 197.0% | 13.1% | 2.94 | 237.0% | 7.8% |
| 50Δ | 2.94 | 153.9% | 4.4% | 3.03 | 243.9% | 6.4% |
| 55Δ | 2.82 | 193.5% | 4.1% | 3.23 | 291.5% | 6.0% |
| 60Δ | 2.70 | 233.1% | 3.8% | 3.43 | 339.2% | 5.7% |
| 65Δ | 2.58 | 272.7% | 3.5% | 3.63 | 386.9% | 5.3% |
| 70Δ | 2.47 | 312.3% | 3.2% | 3.84 | 434.5% | 5.0% |
| 75Δ | 2.35 | 351.9% | 2.9% | 4.08 | 483.0% | 4.6% |
| 80Δ | 2.23 | 391.5% | 2.6% | 4.37 | 490.6% | 3.6% |
| Date | IV |
|---|---|
| 137.09% |