Share price$3.60
1D-3.2%
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 2026-10-22T22:45:28.410Z
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 · 2026-10-22T22:30:06.269708356Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.14 | 312.1% | 216.4% | 2.52 | 228.8% | 39.4% |
| 25Δ | 7.77 | 259.2% | 123.8% | 2.87 | 199.7% | 31.5% |
| 30Δ | 6.47 | 235.5% | 88.8% | 3.16 | 189.4% | 26.7% |
| 35Δ | 5.48 | 211.9% | 62.7% | 3.41 | 190.8% | 23.9% |
| 40Δ | 4.89 | 199.8% | 47.9% | 3.67 | 192.2% | 21.1% |
| 45Δ | 4.60 | 205.0% | 42.5% | 3.92 | 193.5% | 18.2% |
| 50Δ | 4.31 | 210.1% | 37.1% | 4.20 | 193.0% | 15.8% |
| 55Δ | 4.02 | 215.3% | 31.7% | 4.50 | 191.7% | 13.5% |
| 60Δ | 3.74 | 207.9% | 26.2% | 4.80 | 190.3% | 11.3% |
| 65Δ | 3.46 | 199.3% | 20.7% | 5.13 | 189.4% | 9.2% |
| 70Δ | 3.18 | 190.7% | 15.2% | 5.55 | 189.5% | 7.4% |
| 75Δ | 2.89 | 187.4% | 10.9% | 5.97 | 189.5% | 5.7% |
| 80Δ | 2.61 | 192.7% | 8.5% | 6.29 | 177.6% | 4.1% |
No recorded observations