Share price$6.77
1D+0.7%
Sold putSold call
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 2026-10-22T16:44:22.758Z
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 · 2026-10-22T16:43:58.080334999Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.76 | 325.8% | 46.8% | |||
| 25Δ | 5.39 | 240.7% | 34.8% | |||
| 30Δ | 5.95 | 148.4% | 22.1% | |||
| 35Δ | 6.44 | 167.3% | 21.0% | |||
| 40Δ | 10.73 | 245.7% | 72.1% | 6.93 | 197.5% | 21.0% |
| 45Δ | 9.83 | 262.2% | 62.3% | 7.29 | 189.8% | 18.2% |
| 50Δ | 8.67 | 245.7% | 47.2% | 7.63 | 175.3% | 14.9% |
| 55Δ | 7.98 | 246.6% | 39.9% | 7.97 | 160.8% | 11.7% |
| 60Δ | 7.28 | 247.5% | 32.6% | 8.44 | 158.9% | 9.8% |
| 65Δ | 6.63 | 247.2% | 26.2% | 8.91 | 158.2% | 8.0% |
| 70Δ | 6.00 | 246.0% | 20.4% | 9.72 | 165.9% | 6.6% |
| 75Δ | 5.69 | 206.5% | 15.0% | 10.78 | 176.1% | 5.3% |
| 80Δ | 5.38 | 166.8% | 9.6% | 12.01 | 183.1% | 4.0% |
No recorded observations