Share price$10.85
1D+38.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:17:55.606Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:49:53.48273443Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:07.689302+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.50 | 116.1% | 27.3% | |||
| 25Δ | 15.27 | 122.5% | 45.5% | 9.04 | 118.9% | 24.3% |
| 30Δ | 20.31 | 225.7% | 96.9% | 9.58 | 121.8% | 21.3% |
| 35Δ | 17.29 | 186.8% | 69.2% | 10.16 | 126.6% | 18.6% |
| 40Δ | 14.50 | 149.9% | 43.7% | 10.92 | 138.7% | 17.4% |
| 45Δ | 12.34 | 123.5% | 24.5% | 11.68 | 150.8% | 16.1% |
| 50Δ | 11.79 | 123.9% | 21.4% | 12.44 | 163.0% | 14.8% |
| 55Δ | 11.23 | 124.2% | 18.3% | 13.34 | 164.2% | 12.9% |
| 60Δ | 10.67 | 124.5% | 15.2% | 14.26 | 164.5% | 10.9% |
| 65Δ | 10.12 | 124.8% | 12.2% | 15.25 | 165.2% | 8.9% |
| 70Δ | 9.61 | 120.6% | 10.0% | 16.58 | 167.6% | 7.2% |
| 75Δ | 9.12 | 115.2% | 8.0% | 19.51 | 190.1% | 6.0% |
| 80Δ | 8.63 | 109.7% | 6.1% | 24.69 | 219.9% | 4.8% |