Share price$3.78
1D+2.2%
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 datapartial · fetched 2026-10-22T22:24:01.656Z
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 · 2026-10-22T20:29:43.866876833Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.13 | 193.0% | 93.4% | 2.63 | 241.5% | 41.1% |
| 25Δ | 6.52 | 187.6% | 78.8% | 2.87 | 230.9% | 37.6% |
| 30Δ | 5.91 | 182.3% | 64.2% | 3.10 | 220.3% | 34.1% |
| 35Δ | 5.31 | 176.9% | 49.6% | 3.33 | 209.7% | 30.5% |
| 40Δ | 4.89 | 171.9% | 40.3% | 3.57 | 199.1% | 27.0% |
| 45Δ | 4.65 | 167.3% | 36.6% | 3.80 | 188.5% | 23.5% |
| 50Δ | 4.42 | 162.7% | 32.9% | 4.04 | 177.9% | 20.0% |
| 55Δ | 4.19 | 158.1% | 29.1% | 4.27 | 167.3% | 16.4% |
| 60Δ | 3.96 | 153.4% | 25.4% | 4.50 | 156.7% | 12.9% |
| 65Δ | 3.72 | 148.8% | 21.6% | 4.74 | 146.1% | 9.4% |
| 70Δ | 3.49 | 144.2% | 17.9% | 4.97 | 135.6% | 5.8% |
| 75Δ | 3.26 | 139.6% | 14.1% | 6.91 | 209.0% | 5.9% |
| 80Δ | 3.03 | 135.0% | 10.4% | |||
No recorded observations