Share price$8.43
1D+5.2%
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Market dataready · fetched 2026-10-21T17:01:22.580Z
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 · 2026-10-21T17:01:16.040106712Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:21.988287+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.98 | 96.0% | 7.3% | 8.01 | 85.7% | 5.7% |
| 25Δ | 8.89 | 95.2% | 6.5% | 8.08 | 85.9% | 5.2% |
| 30Δ | 8.80 | 94.3% | 5.8% | 8.15 | 86.1% | 4.7% |
| 35Δ | 8.71 | 93.5% | 5.0% | 8.22 | 86.4% | 4.2% |
| 40Δ | 8.62 | 92.6% | 4.2% | 8.30 | 86.6% | 3.6% |
| 45Δ | 8.53 | 91.8% | 3.4% | 8.37 | 86.8% | 3.1% |
| 50Δ | 8.45 | 91.0% | 2.9% | 8.44 | 87.0% | 2.6% |
| 55Δ | 8.37 | 90.2% | 2.6% | 8.54 | 92.1% | 2.2% |
| 60Δ | 8.30 | 89.4% | 2.2% | 8.70 | 114.4% | 2.1% |
| 65Δ | 8.23 | 88.6% | 1.8% | 8.86 | 136.6% | 2.1% |
| 70Δ | 8.15 | 87.8% | 1.5% | 9.06 | 162.7% | 2.1% |
| 75Δ | 8.08 | 87.0% | 1.1% | 9.83 | 258.5% | 2.6% |
| 80Δ | 8.00 | 86.3% | 0.8% | 11.18 | 372.5% | 2.7% |
| Date | IV |
|---|---|
| 78.26% | |
| 82.63% |