Share price$14.75
1D+0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:05:04.682Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.003645987Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:05:04.287724+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.04 | 211.8% | 44.4% | |||
| 25Δ | 24.63 | 171.6% | 73.3% | 9.88 | 185.4% | 38.5% |
| 30Δ | 16.89 | 58.8% | 17.4% | 10.71 | 158.9% | 32.5% |
| 35Δ | 15.87 | 34.6% | 9.5% | 11.54 | 132.5% | 26.6% |
| 40Δ | 14.95 | 15.3% | 2.9% | 12.37 | 106.1% | 20.6% |
| 45Δ | 14.63 | 23.9% | 3.0% | 13.20 | 79.7% | 14.7% |
| 50Δ | 14.32 | 32.5% | 3.2% | 14.04 | 53.3% | 8.7% |
| 55Δ | 14.00 | 41.1% | 3.3% | 14.87 | 26.9% | 2.8% |
| 60Δ | 13.68 | 49.7% | 3.4% | 17.05 | 52.9% | 2.5% |
| 65Δ | 13.36 | 58.3% | 3.5% | 19.49 | 88.9% | 3.3% |
| 70Δ | 13.04 | 66.9% | 3.7% | 21.93 | 124.8% | 4.1% |
| 75Δ | 12.72 | 75.5% | 3.8% | 24.37 | 160.7% | 4.9% |
| 80Δ | 23.46 | 139.0% | 3.4% | |||