Share price$6.65
1D+1.0%
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 2026-10-22T15:55:31.559Z
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 · 2026-10-22T15:55:21.20033507Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.03 | 238.2% | 251.5% | 4.70 | 251.2% | 40.8% |
| 25Δ | 16.52 | 293.8% | 157.1% | 5.28 | 226.3% | 34.4% |
| 30Δ | 12.18 | 242.6% | 92.7% | 5.75 | 215.9% | 30.0% |
| 35Δ | 10.14 | 205.3% | 62.6% | 6.23 | 205.5% | 25.7% |
| 40Δ | 8.32 | 155.7% | 34.9% | 6.71 | 195.1% | 21.4% |
| 45Δ | 7.73 | 155.7% | 28.3% | 7.11 | 183.3% | 17.6% |
| 50Δ | 7.41 | 166.1% | 26.1% | 7.40 | 169.3% | 14.7% |
| 55Δ | 7.08 | 176.5% | 23.9% | 7.69 | 155.2% | 11.8% |
| 60Δ | 6.67 | 175.7% | 20.1% | 7.98 | 141.2% | 8.8% |
| 65Δ | 6.24 | 171.2% | 15.9% | 8.49 | 143.0% | 7.4% |
| 70Δ | 5.82 | 167.3% | 12.3% | 9.01 | 146.0% | 6.0% |
| 75Δ | 5.43 | 164.3% | 9.5% | 9.55 | 143.3% | 4.6% |
| 80Δ | 5.05 | 161.2% | 6.7% | |||
No recorded observations