Share price$6.20
1D+3.3%
Sold putSold callAH
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 2026-10-23T04:28:18.370Z
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 · 2026-10-23T00:00:07.153619839Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:28:17.427285+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.48 | 396.8% | 51.2% | |||
| 25Δ | 5.14 | 342.4% | 42.7% | |||
| 30Δ | 5.70 | 307.0% | 35.9% | |||
| 35Δ | 6.21 | 277.8% | 30.0% | |||
| 40Δ | 17.82 | 434.9% | 207.3% | 6.67 | 255.9% | 25.2% |
| 45Δ | 12.48 | 377.9% | 122.6% | 7.15 | 238.8% | 20.9% |
| 50Δ | 9.80 | 339.2% | 81.1% | 7.69 | 234.1% | 17.9% |
| 55Δ | 8.24 | 314.7% | 58.2% | 8.17 | 225.5% | 15.0% |
| 60Δ | 7.04 | 289.2% | 41.0% | 8.57 | 211.6% | 12.2% |
| 65Δ | 6.27 | 279.7% | 31.5% | 8.98 | 197.6% | 9.4% |
| 70Δ | 5.59 | 261.1% | 22.9% | 9.80 | 200.6% | 7.7% |
| 75Δ | 4.98 | 236.3% | 15.0% | 10.79 | 204.0% | 6.0% |
| 80Δ | 4.70 | 204.4% | 11.2% | 12.48 | 212.8% | 4.5% |
No recorded observations