Share price$2.64
1D-0.4%
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 2026-10-20T06:03:44.863Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:59:00.94032378Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:03:44.194292+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.44 | 90.8% | 33.1% | 2.15 | 93.4% | 22.0% |
| 25Δ | 3.31 | 90.5% | 28.9% | 2.26 | 90.7% | 19.0% |
| 30Δ | 3.17 | 90.2% | 24.8% | 2.37 | 88.0% | 16.0% |
| 35Δ | 3.04 | 89.9% | 20.6% | 2.48 | 85.2% | 12.9% |
| 40Δ | 2.94 | 88.4% | 17.8% | 2.57 | 86.1% | 11.3% |
| 45Δ | 2.85 | 86.4% | 15.5% | 2.67 | 88.0% | 10.1% |
| 50Δ | 2.76 | 84.4% | 13.2% | 2.76 | 89.8% | 8.9% |
| 55Δ | 2.67 | 82.4% | 10.9% | 2.86 | 91.7% | 7.6% |
| 60Δ | 2.58 | 80.4% | 8.6% | 2.95 | 93.6% | 6.4% |
| 65Δ | 2.48 | 79.2% | 6.5% | 3.10 | 98.3% | 5.4% |
| 70Δ | 2.38 | 81.7% | 5.6% | 3.30 | 105.7% | 4.6% |
| 75Δ | 2.28 | 84.2% | 4.6% | 3.49 | 113.0% | 3.8% |
| 80Δ | 2.17 | 86.7% | 3.6% | 4.93 | 171.4% | 3.5% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 85.78% | 0.25 pp | 22.36% |