Share price$2.50
1D+8.4%
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 2026-10-23T04:07:16.429Z
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 · 2026-10-23T00:00:05.513185306Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.69 | 301.2% | 45.4% | |||
| 25Δ | 8.64 | 369.3% | 255.7% | 2.00 | 242.5% | 35.1% |
| 30Δ | 5.65 | 302.9% | 137.1% | 2.21 | 239.0% | 31.5% |
| 35Δ | 4.25 | 250.5% | 81.6% | 2.42 | 235.9% | 27.9% |
| 40Δ | 3.67 | 225.7% | 59.9% | 2.63 | 232.7% | 24.3% |
| 45Δ | 3.24 | 205.4% | 43.9% | 2.84 | 229.6% | 20.7% |
| 50Δ | 2.92 | 195.4% | 33.1% | 3.07 | 227.2% | 17.4% |
| 55Δ | 2.74 | 197.9% | 28.9% | 3.36 | 227.2% | 15.1% |
| 60Δ | 2.55 | 200.4% | 24.7% | 3.65 | 227.2% | 12.8% |
| 65Δ | 2.37 | 202.9% | 20.5% | 3.94 | 227.2% | 10.5% |
| 70Δ | 2.19 | 205.4% | 16.4% | 4.22 | 220.0% | 8.4% |
| 75Δ | 2.01 | 208.0% | 12.2% | 4.50 | 210.9% | 6.5% |
| 80Δ | 4.78 | 201.8% | 4.5% | |||
No recorded observations