Share price$6.06
1D+0.3%
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 2026-10-23T17:36:18.359Z
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 · 2026-10-23T17:15:21.526170904Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.22 | 238.2% | 40.0% | |||
| 25Δ | 4.62 | 208.3% | 33.7% | |||
| 30Δ | 5.01 | 178.3% | 27.4% | |||
| 35Δ | 9.04 | 210.4% | 59.5% | 5.41 | 148.4% | 21.1% |
| 40Δ | 8.56 | 197.6% | 52.8% | 5.81 | 118.4% | 14.8% |
| 45Δ | 8.11 | 185.6% | 46.6% | 6.09 | 101.3% | 10.9% |
| 50Δ | 7.66 | 173.6% | 40.5% | 6.26 | 96.6% | 9.4% |
| 55Δ | 7.21 | 161.6% | 34.3% | 6.43 | 91.8% | 8.0% |
| 60Δ | 6.77 | 149.6% | 28.2% | 6.61 | 87.0% | 6.5% |
| 65Δ | 6.32 | 137.6% | 22.0% | 6.78 | 82.3% | 5.0% |
| 70Δ | 5.87 | 125.6% | 15.9% | 6.95 | 77.5% | 3.5% |
| 75Δ | 5.42 | 113.5% | 9.8% | 7.60 | 96.4% | 3.1% |
| 80Δ | 4.96 | 104.8% | 4.0% | 8.98 | 136.1% | 3.1% |
No recorded observations