Share price$5.94
1D+0.6%
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Market dataready · fetched 2026-10-21T17:52:35.671Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:51:29.057220774Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:40.011954+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.29 | 338.9% | 41.4% | 4.75 | 326.7% | 22.3% |
| 25Δ | 7.83 | 288.2% | 33.7% | 4.93 | 293.2% | 19.4% |
| 30Δ | 7.36 | 237.5% | 26.0% | 5.11 | 259.7% | 16.5% |
| 35Δ | 6.90 | 186.8% | 18.3% | 5.29 | 226.3% | 13.6% |
| 40Δ | 6.44 | 136.1% | 10.5% | 5.47 | 192.8% | 10.8% |
| 45Δ | 6.00 | 88.3% | 3.2% | 5.65 | 159.3% | 7.9% |
| 50Δ | 5.92 | 97.4% | 2.9% | 5.83 | 125.8% | 5.0% |
| 55Δ | 5.84 | 106.4% | 2.7% | 6.01 | 95.6% | 2.3% |
| 60Δ | 5.77 | 115.5% | 2.4% | 6.14 | 115.7% | 2.2% |
| 65Δ | 5.69 | 124.6% | 2.2% | 6.27 | 135.9% | 2.1% |
| 70Δ | 5.61 | 133.7% | 1.9% | 6.39 | 156.1% | 1.9% |
| 75Δ | 5.54 | 142.7% | 1.6% | 6.68 | 194.9% | 1.9% |
| 80Δ | 5.43 | 146.5% | 1.3% | 7.70 | 316.9% | 2.1% |
| Date | IV |
|---|---|
| 80.89% | |
| 87.86% |