Share price$5.73
1D+0.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-20T06:07:56.740Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.0028863Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:07:56.298998+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.21 | 80.0% | 28.1% | 4.81 | 83.2% | 19.1% |
| 25Δ | 6.88 | 77.5% | 23.2% | 5.06 | 76.8% | 15.5% |
| 30Δ | 6.62 | 75.4% | 19.3% | 5.24 | 73.0% | 13.1% |
| 35Δ | 6.40 | 72.9% | 16.1% | 5.42 | 69.1% | 10.8% |
| 40Δ | 6.20 | 69.9% | 13.4% | 5.58 | 67.1% | 9.0% |
| 45Δ | 6.01 | 66.9% | 10.7% | 5.72 | 66.8% | 7.9% |
| 50Δ | 5.86 | 66.2% | 9.3% | 5.86 | 66.4% | 6.7% |
| 55Δ | 5.72 | 65.5% | 7.9% | 6.00 | 66.1% | 5.5% |
| 60Δ | 5.58 | 64.8% | 6.5% | 6.21 | 70.4% | 4.8% |
| 65Δ | 5.45 | 63.0% | 5.3% | 6.42 | 74.7% | 4.2% |
| 70Δ | 5.34 | 59.7% | 4.3% | 6.67 | 78.3% | 3.5% |
| 75Δ | 5.23 | 56.3% | 3.4% | 6.95 | 81.4% | 2.8% |
| 80Δ | 5.11 | 53.0% | 2.4% | 7.30 | 84.3% | 2.0% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 65.26% | -0.60 pp | 15.89% |