Share price$5.57
1D-0.0%
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 2026-10-22T23:44:58.093Z
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 · 2026-10-22T20:00:00.226905774Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.05 | 203.3% | 35.7% | |||
| 25Δ | 4.48 | 167.6% | 28.1% | |||
| 30Δ | 9.10 | 210.7% | 71.9% | 4.91 | 132.0% | 20.4% |
| 35Δ | 7.46 | 163.3% | 42.5% | 5.16 | 119.3% | 16.9% |
| 40Δ | 6.66 | 132.2% | 28.1% | 5.36 | 112.8% | 14.5% |
| 45Δ | 6.10 | 106.7% | 18.1% | 5.57 | 106.4% | 12.1% |
| 50Δ | 5.77 | 99.9% | 9.8% | |||
| 55Δ | 5.97 | 93.5% | 7.4% | |||
| 60Δ | 6.22 | 93.5% | 6.2% | |||
| 65Δ | 6.47 | 94.4% | 5.2% | |||
| 70Δ | 6.72 | 95.3% | 4.2% | |||
| 75Δ | 6.97 | 96.2% | 3.2% | |||
| 80Δ | 8.32 | 135.7% | 3.1% | |||
No recorded observations