Share price$7.77
1D-6.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T21:49:07.244Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T21:22:08.042310792Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:06.561655+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.33 | 115.7% | 21.5% | 7.11 | 79.4% | 9.8% |
| 25Δ | 8.42 | 77.2% | 9.9% | 7.25 | 78.2% | 8.5% |
| 30Δ | 8.29 | 76.4% | 8.7% | 7.38 | 76.9% | 7.2% |
| 35Δ | 8.16 | 75.6% | 7.4% | 7.51 | 75.9% | 6.0% |
| 40Δ | 8.03 | 74.8% | 6.1% | 7.62 | 78.4% | 5.4% |
| 45Δ | 7.92 | 73.8% | 5.3% | 7.73 | 80.8% | 4.9% |
| 50Δ | 7.83 | 72.7% | 4.6% | 7.84 | 83.3% | 4.3% |
| 55Δ | 7.73 | 71.7% | 3.9% | 7.96 | 85.8% | 3.7% |
| 60Δ | 7.63 | 70.6% | 3.2% | 8.09 | 87.9% | 3.2% |
| 65Δ | 7.53 | 69.5% | 2.5% | 8.24 | 89.8% | 2.7% |
| 70Δ | 7.37 | 76.6% | 2.1% | 8.39 | 91.6% | 2.2% |
| 75Δ | 7.19 | 87.1% | 1.9% | 8.59 | 95.1% | 1.8% |
| 80Δ | 7.00 | 97.6% | 1.7% | 8.87 | 102.3% | 1.4% |