Share price$4.07
1D-3.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T21:47:59.884Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T21:46:41.974025922Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:47:59.417140+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.46 | 71.5% | 10.8% | 3.32 | 155.5% | 20.3% |
| 25Δ | 4.41 | 71.3% | 9.8% | 3.49 | 131.3% | 16.2% |
| 30Δ | 4.35 | 71.1% | 8.9% | 3.66 | 107.1% | 12.1% |
| 35Δ | 4.29 | 70.9% | 7.9% | 3.84 | 82.8% | 8.0% |
| 40Δ | 4.23 | 70.7% | 6.9% | 4.06 | 65.0% | 4.2% |
| 45Δ | 4.17 | 70.5% | 5.9% | 5.18 | 167.9% | 5.4% |
| 50Δ | 4.11 | 70.3% | 4.9% | 6.31 | 270.8% | 6.6% |
| 55Δ | 4.05 | 70.1% | 3.9% | 7.43 | 373.7% | 7.8% |
| 60Δ | 3.98 | 72.6% | 3.1% | 8.56 | 476.7% | 9.0% |
| 65Δ | 3.86 | 91.3% | 2.9% | 9.68 | 579.6% | 10.2% |
| 70Δ | 3.74 | 110.0% | 2.8% | 10.81 | 682.5% | 11.3% |
| 75Δ | 3.62 | 128.7% | 2.7% | 7.65 | 382.6% | 6.2% |
| 80Δ | 3.50 | 147.4% | 2.6% | 4.61 | 94.6% | 1.3% |