Share price$8.46
1D+5.6%
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Market dataready · fetched 2026-10-21T17:49:41.215Z
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 · 2026-10-21T17:49:16.522359149Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:40.655534+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.99 | 93.0% | 7.0% | 8.02 | 88.8% | 6.0% |
| 25Δ | 8.90 | 92.5% | 6.3% | 8.09 | 88.5% | 5.4% |
| 30Δ | 8.81 | 92.1% | 5.6% | 8.17 | 88.2% | 4.8% |
| 35Δ | 8.73 | 91.6% | 4.9% | 8.24 | 87.9% | 4.2% |
| 40Δ | 8.64 | 91.1% | 4.2% | 8.32 | 87.6% | 3.7% |
| 45Δ | 8.56 | 90.6% | 3.4% | 8.40 | 87.4% | 3.1% |
| 50Δ | 8.47 | 90.3% | 2.8% | 8.47 | 87.1% | 2.5% |
| 55Δ | 8.40 | 90.4% | 2.5% | 8.65 | 106.5% | 2.3% |
| 60Δ | 8.32 | 90.4% | 2.2% | 8.88 | 137.7% | 2.4% |
| 65Δ | 8.24 | 90.5% | 1.8% | 9.12 | 168.9% | 2.4% |
| 70Δ | 8.16 | 90.6% | 1.5% | 9.35 | 200.1% | 2.5% |
| 75Δ | 8.09 | 90.7% | 1.1% | 9.07 | 130.0% | 1.4% |
| 80Δ | 8.01 | 90.7% | 0.8% | 11.41 | 398.4% | 2.9% |
| Date | IV |
|---|---|
| 78.26% | |
| 82.63% |