Share price$9.09
1D+6.6%
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 dataready · fetched 2026-10-24T15:14:24.163Z
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 · 2026-10-23T23:46:26.149810557Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:14:23.900988+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.66 | 162.8% | 65.4% | 7.11 | 141.7% | 27.2% |
| 25Δ | 14.04 | 173.2% | 60.1% | 7.54 | 153.2% | 25.3% |
| 30Δ | 12.73 | 163.0% | 46.9% | 7.97 | 164.7% | 23.4% |
| 35Δ | 11.92 | 162.3% | 39.5% | 8.44 | 156.2% | 20.0% |
| 40Δ | 10.95 | 148.5% | 29.8% | 8.91 | 146.4% | 16.5% |
| 45Δ | 10.51 | 156.7% | 27.3% | 9.48 | 153.4% | 14.8% |
| 50Δ | 10.08 | 164.9% | 24.8% | 10.06 | 163.2% | 13.4% |
| 55Δ | 9.56 | 167.5% | 21.4% | 10.65 | 163.0% | 11.5% |
| 60Δ | 9.02 | 168.9% | 17.8% | 11.22 | 161.2% | 9.6% |
| 65Δ | 8.49 | 167.9% | 14.6% | 11.78 | 156.9% | 7.8% |
| 70Δ | 7.96 | 167.2% | 11.5% | 12.52 | 156.6% | 6.2% |
| 75Δ | 7.40 | 172.8% | 9.3% | 13.37 | 157.0% | 4.8% |
| 80Δ | 6.84 | 174.2% | 7.1% | 14.30 | 155.6% | 3.4% |
No recorded observations