Share price$5.64
1D-0.8%
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 2026-10-23T00:02:35.566Z
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 · 2026-10-22T23:30:06.85771912Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.22 | 79.2% | 30.8% | 4.37 | 116.5% | 25.7% |
| 25Δ | 7.02 | 78.4% | 28.4% | 5.01 | 76.3% | 14.8% |
| 30Δ | 6.83 | 77.6% | 26.0% | 5.20 | 75.7% | 13.7% |
| 35Δ | 6.63 | 76.8% | 23.5% | 5.38 | 75.0% | 12.7% |
| 40Δ | 6.44 | 76.0% | 21.1% | 5.57 | 74.4% | 11.6% |
| 45Δ | 6.24 | 75.2% | 18.7% | 5.76 | 73.8% | 10.5% |
| 50Δ | 6.04 | 74.4% | 16.2% | 5.94 | 73.1% | 9.4% |
| 55Δ | 5.85 | 73.6% | 13.8% | 6.13 | 72.5% | 8.3% |
| 60Δ | 5.65 | 72.8% | 11.3% | 6.32 | 71.8% | 7.2% |
| 65Δ | 5.45 | 72.0% | 8.9% | 6.50 | 71.2% | 6.1% |
| 70Δ | 5.26 | 71.2% | 6.5% | 6.69 | 70.6% | 5.0% |
| 75Δ | 5.06 | 70.4% | 4.0% | 6.88 | 69.9% | 3.9% |
| 80Δ | 4.57 | 90.7% | 2.9% | 7.07 | 69.3% | 2.8% |
No recorded observations