Share price$6.09
1D+1.6%
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 2026-10-23T02:57:56.751Z
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 · 2026-10-22T20:18:08.233648695Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.61 | 163.3% | 78.4% | 4.34 | 182.6% | 35.0% |
| 25Δ | 9.99 | 186.8% | 70.2% | 4.71 | 157.6% | 29.1% |
| 30Δ | 8.72 | 153.4% | 49.3% | 5.08 | 132.7% | 23.2% |
| 35Δ | 8.23 | 134.9% | 41.4% | 5.45 | 107.7% | 17.3% |
| 40Δ | 7.74 | 116.4% | 33.4% | 5.82 | 82.8% | 11.4% |
| 45Δ | 7.25 | 98.0% | 25.5% | 6.08 | 70.4% | 8.0% |
| 50Δ | 6.76 | 79.5% | 17.5% | 6.25 | 70.4% | 7.0% |
| 55Δ | 6.28 | 61.0% | 9.6% | 6.42 | 70.3% | 6.0% |
| 60Δ | 5.77 | 68.2% | 5.0% | 6.59 | 70.2% | 5.1% |
| 65Δ | 5.22 | 108.8% | 4.8% | 6.76 | 70.2% | 4.1% |
| 70Δ | 4.68 | 149.4% | 4.5% | 6.92 | 70.1% | 3.1% |
| 75Δ | 4.14 | 190.0% | 4.3% | 7.40 | 78.6% | 2.5% |
| 80Δ | 3.60 | 230.6% | 4.1% | 8.14 | 94.1% | 2.0% |
No recorded observations