Share price$5.39
1D-1.6%
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 2026-10-22T21:14:41.931Z
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 · 2026-10-22T20:10:06.467806053Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.61 | 199.9% | 101.6% | 4.08 | 163.6% | 31.0% |
| 25Δ | 8.66 | 172.4% | 66.4% | 4.40 | 163.2% | 27.6% |
| 30Δ | 7.58 | 157.5% | 47.4% | 4.71 | 162.8% | 24.2% |
| 35Δ | 6.96 | 149.9% | 37.2% | 5.04 | 162.7% | 20.9% |
| 40Δ | 6.59 | 147.7% | 31.9% | 5.38 | 165.5% | 18.7% |
| 45Δ | 6.22 | 145.5% | 26.5% | 5.72 | 168.3% | 16.5% |
| 50Δ | 5.88 | 144.8% | 22.1% | 6.07 | 170.1% | 14.3% |
| 55Δ | 5.59 | 145.8% | 19.0% | 6.44 | 168.2% | 12.2% |
| 60Δ | 5.31 | 146.9% | 16.0% | 6.81 | 166.3% | 10.2% |
| 65Δ | 5.02 | 148.0% | 13.0% | 7.27 | 167.0% | 8.3% |
| 70Δ | 4.73 | 148.7% | 10.7% | 7.83 | 170.6% | 6.8% |
| 75Δ | 4.43 | 149.4% | 8.5% | 8.54 | 174.5% | 5.3% |
| 80Δ | 4.13 | 150.2% | 6.3% | 9.21 | 173.1% | 3.9% |
No recorded observations