Share price$10.37
1D-3.3%
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 dataready · fetched 2026-10-21T17:52:52.644Z
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 · 2026-10-21T17:52:51.355908924Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.49 | 155.1% | 12.1% | 9.40 | 167.0% | 10.8% |
| 25Δ | 11.28 | 153.3% | 10.5% | 9.61 | 164.8% | 9.3% |
| 30Δ | 11.07 | 151.6% | 8.9% | 9.80 | 159.2% | 7.9% |
| 35Δ | 10.90 | 150.9% | 7.7% | 9.98 | 153.7% | 6.5% |
| 40Δ | 10.74 | 150.7% | 6.7% | 10.14 | 156.4% | 5.8% |
| 45Δ | 10.58 | 150.6% | 5.7% | 10.29 | 159.7% | 5.1% |
| 50Δ | 10.43 | 151.3% | 4.9% | 10.45 | 163.1% | 4.5% |
| 55Δ | 10.28 | 152.9% | 4.2% | 10.60 | 162.9% | 3.8% |
| 60Δ | 10.13 | 154.5% | 3.6% | 10.76 | 160.6% | 3.2% |
| 65Δ | 9.98 | 155.7% | 2.9% | 10.92 | 158.4% | 2.6% |
| 70Δ | 9.82 | 153.5% | 2.4% | 11.16 | 166.1% | 2.2% |
| 75Δ | 9.66 | 151.2% | 1.9% | 11.47 | 182.9% | 1.9% |
| 80Δ | 9.51 | 148.9% | 1.3% | 16.59 | 521.3% | 3.3% |
| Date | IV |
|---|---|
| 154.75% | |
| 159.28% |