Share price$10.85
1D+38.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:01:14.598Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:49:53.48273443Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:14.223689+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.14 | 224.0% | 13.6% | |||
| 25Δ | 11.96 | 223.4% | 12.5% | 10.23 | 268.6% | 8.9% |
| 30Δ | 11.78 | 222.8% | 11.5% | 10.52 | 312.3% | 8.5% |
| 35Δ | 11.61 | 222.2% | 10.5% | 10.81 | 356.0% | 8.2% |
| 40Δ | 11.43 | 221.6% | 9.5% | 11.10 | 399.7% | 7.8% |
| 45Δ | 11.25 | 221.0% | 8.4% | 11.39 | 443.3% | 7.4% |
| 50Δ | 11.08 | 220.4% | 7.4% | 11.68 | 487.0% | 7.0% |
| 55Δ | 10.90 | 219.8% | 6.4% | 11.98 | 530.7% | 6.7% |
| 60Δ | 10.72 | 219.2% | 5.4% | 12.27 | 574.3% | 6.3% |
| 65Δ | 10.55 | 218.6% | 4.3% | 12.73 | 626.3% | 5.9% |
| 70Δ | 10.37 | 218.0% | 3.3% | 13.83 | 710.6% | 5.7% |
| 75Δ | 10.19 | 217.4% | 2.3% | 14.93 | 794.9% | 5.5% |
| 80Δ | 10.02 | 216.8% | 1.3% | 16.06 | 800.0% | 5.3% |