Share price$4.27
1D+6.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:57.665Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:03:09.961813587Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:57.092788+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.15 | 212.8% | 21.6% | 4.04 | 131.6% | 6.5% |
| 25Δ | 4.48 | 125.8% | 6.0% | 4.08 | 133.8% | 6.0% |
| 30Δ | 4.44 | 126.1% | 5.5% | 4.12 | 136.0% | 5.5% |
| 35Δ | 4.40 | 126.3% | 5.0% | 4.17 | 138.3% | 5.0% |
| 40Δ | 4.36 | 126.5% | 4.6% | 4.21 | 140.5% | 4.5% |
| 45Δ | 4.32 | 126.7% | 4.1% | 4.26 | 142.7% | 4.0% |
| 50Δ | 4.28 | 126.9% | 3.7% | 4.30 | 144.9% | 3.5% |
| 55Δ | 4.24 | 127.1% | 3.2% | 4.34 | 147.2% | 3.0% |
| 60Δ | 4.20 | 127.3% | 2.8% | 4.39 | 149.4% | 2.6% |
| 65Δ | 4.16 | 127.6% | 2.3% | 4.43 | 151.6% | 2.1% |
| 70Δ | 4.12 | 127.8% | 1.9% | 4.48 | 153.9% | 1.6% |
| 75Δ | 4.08 | 128.0% | 1.4% | 4.58 | 171.5% | 1.2% |
| 80Δ | 4.03 | 128.2% | 1.0% | 4.76 | 207.2% | 1.1% |