Share price$5.96
1D+1.0%
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Market dataready · fetched 2026-10-21T17:01:20.562Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:46.548191961Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:20.177879+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.33 | 337.2% | 41.6% | 5.54 | 113.7% | 8.0% |
| 25Δ | 7.90 | 289.6% | 34.4% | 5.61 | 109.8% | 7.1% |
| 30Δ | 7.47 | 242.1% | 27.2% | 5.68 | 105.8% | 6.3% |
| 35Δ | 7.03 | 194.6% | 20.0% | 5.75 | 101.8% | 5.4% |
| 40Δ | 6.60 | 147.0% | 12.7% | 5.82 | 97.8% | 4.5% |
| 45Δ | 6.17 | 99.5% | 5.5% | 5.89 | 93.8% | 3.6% |
| 50Δ | 5.95 | 85.9% | 2.6% | 5.96 | 89.9% | 2.7% |
| 55Δ | 5.88 | 93.2% | 2.4% | 6.06 | 99.8% | 2.3% |
| 60Δ | 5.81 | 100.6% | 2.1% | 6.20 | 125.9% | 2.3% |
| 65Δ | 5.73 | 108.0% | 1.9% | 6.33 | 152.0% | 2.3% |
| 70Δ | 5.66 | 115.4% | 1.6% | 6.46 | 178.1% | 2.3% |
| 75Δ | 5.59 | 122.8% | 1.4% | 7.17 | 267.0% | 2.4% |
| 80Δ | 5.51 | 130.2% | 1.1% | 8.09 | 378.5% | 2.6% |
| Date | IV |
|---|---|
| 80.89% | |
| 87.86% |