Share price$14.43
1D+2.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:04:03.409Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:01.37549198Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:02.461727+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.74 | 87.6% | 4.0% | 12.59 | 283.5% | 14.0% |
| 25Δ | 14.49 | 105.2% | 3.8% | 13.56 | 157.1% | 7.0% |
| 30Δ | 14.24 | 122.7% | 3.5% | 14.33 | 131.2% | 3.9% |
| 35Δ | 13.99 | 140.3% | 3.3% | 14.92 | 187.7% | 3.9% |
| 40Δ | 13.74 | 157.9% | 3.0% | 15.52 | 244.2% | 3.9% |
| 45Δ | 13.48 | 175.4% | 2.8% | 16.11 | 300.7% | 3.9% |
| 50Δ | 13.23 | 193.0% | 2.6% | 16.71 | 357.1% | 3.9% |
| 55Δ | 12.98 | 210.6% | 2.3% | 17.31 | 413.6% | 3.9% |
| 60Δ | 12.73 | 228.1% | 2.1% | 17.90 | 470.1% | 3.9% |
| 65Δ | 12.48 | 245.7% | 1.9% | 18.50 | 526.5% | 3.9% |
| 70Δ | 12.22 | 263.3% | 1.6% | 19.09 | 583.0% | 3.9% |
| 75Δ | 11.97 | 280.8% | 1.4% | 19.69 | 639.5% | 3.8% |
| 80Δ | 11.72 | 298.4% | 1.2% | 16.68 | 292.2% | 1.6% |