Share price$5.52
1D+0.8%
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 2026-10-22T15:55:27.632Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-10-22T15:38:25.693437815Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 6.18 | 151.7% | 32.3% | |||
| 40Δ | 7.16 | 155.9% | 28.7% | |||
| 45Δ | 8.08 | 153.5% | 24.8% | |||
| 50Δ | 8.99 | 151.1% | 20.9% | |||
| 55Δ | 9.91 | 148.6% | 17.1% | |||
| 60Δ | 11.10 | 147.8% | 13.7% | |||
| 65Δ | 12.39 | 145.8% | 10.2% | |||
| 70Δ | 20.99 | 183.8% | 6.7% | |||
| 75Δ | 15.19 | 139.2% | 4.1% | |||
| 80Δ | ||||||
No recorded observations