Share price$3.84
1D+1.1%
Sold putSold call
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 2026-10-22T16:49:00.134Z
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 · 2026-10-22T16:47:45.196797489Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.66 | 178.1% | 78.5% | 2.71 | 235.0% | 39.2% |
| 25Δ | 7.43 | 232.4% | 101.2% | 3.06 | 183.3% | 30.1% |
| 30Δ | 7.26 | 252.6% | 98.7% | 3.22 | 163.3% | 25.9% |
| 35Δ | 6.32 | 212.8% | 74.3% | 3.38 | 143.3% | 21.6% |
| 40Δ | 5.57 | 176.7% | 54.8% | 3.55 | 123.3% | 17.4% |
| 45Δ | 4.82 | 140.6% | 35.3% | 3.71 | 103.3% | 13.2% |
| 50Δ | 4.07 | 104.5% | 15.8% | 3.87 | 83.3% | 9.0% |
| 55Δ | 3.70 | 135.3% | 13.0% | 4.04 | 68.0% | 5.5% |
| 60Δ | 3.37 | 173.4% | 11.9% | 4.21 | 71.6% | 4.8% |
| 65Δ | 3.03 | 211.5% | 10.8% | 4.39 | 75.2% | 4.1% |
| 70Δ | 2.70 | 249.6% | 9.7% | 4.56 | 78.8% | 3.4% |
| 75Δ | 2.37 | 287.8% | 8.6% | 4.74 | 82.4% | 2.7% |
| 80Δ | 2.04 | 325.9% | 7.5% | 4.91 | 85.9% | 2.0% |
No recorded observations