Share price$9.84
1D-9.3%
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 dataready · fetched 2026-10-16T22:42:18.490Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:33:34.646580041Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:42:17.936841+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.97 | 144.0% | 66.4% | 7.71 | 120.2% | 26.9% |
| 25Δ | 14.36 | 134.3% | 51.2% | 8.18 | 119.4% | 24.1% |
| 30Δ | 13.57 | 135.8% | 44.6% | 8.66 | 118.5% | 21.3% |
| 35Δ | 12.78 | 137.2% | 38.0% | 9.13 | 117.7% | 18.5% |
| 40Δ | 12.11 | 137.9% | 32.9% | 9.60 | 116.8% | 15.7% |
| 45Δ | 11.50 | 138.2% | 28.7% | 10.06 | 115.5% | 13.1% |
| 50Δ | 10.89 | 138.5% | 24.4% | 10.45 | 111.3% | 11.5% |
| 55Δ | 10.29 | 138.7% | 20.2% | 10.85 | 107.2% | 9.8% |
| 60Δ | 9.70 | 140.3% | 16.8% | 11.24 | 103.0% | 8.2% |
| 65Δ | 9.14 | 143.2% | 14.4% | 11.63 | 98.9% | 6.6% |
| 70Δ | 8.57 | 146.0% | 11.9% | 12.02 | 94.7% | 4.9% |
| 75Δ | 8.00 | 148.8% | 9.4% | 12.41 | 90.6% | 3.3% |
| 80Δ | 7.36 | 156.7% | 7.1% | 14.08 | 97.4% | 2.3% |