Share price$5.47
1D-5.7%
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 2026-10-22T18:24:28.764Z
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 · 2026-10-22T18:23:02.188121512Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.26 | 136.4% | 27.7% | |||
| 25Δ | 4.54 | 137.9% | 24.6% | |||
| 30Δ | 6.81 | 112.2% | 29.9% | 4.82 | 139.5% | 21.6% |
| 35Δ | 6.58 | 117.2% | 27.3% | 5.09 | 140.1% | 18.8% |
| 40Δ | 6.35 | 122.3% | 24.6% | 5.37 | 138.9% | 16.5% |
| 45Δ | 6.12 | 127.3% | 22.0% | 5.64 | 137.7% | 14.3% |
| 50Δ | 5.87 | 131.5% | 19.5% | 5.91 | 136.5% | 12.1% |
| 55Δ | 5.61 | 135.0% | 17.1% | 6.23 | 136.8% | 10.3% |
| 60Δ | 5.35 | 138.5% | 14.7% | 6.57 | 137.9% | 8.7% |
| 65Δ | 5.09 | 141.9% | 12.3% | 6.90 | 139.0% | 7.2% |
| 70Δ | 4.82 | 141.3% | 10.1% | 7.45 | 145.5% | 5.9% |
| 75Δ | 4.54 | 138.5% | 8.0% | 8.09 | 153.0% | 4.8% |
| 80Δ | 4.27 | 135.7% | 5.8% | 8.78 | 151.5% | 3.5% |
No recorded observations