Share price$2.21
1D-7.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T22:48:50.462Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:44:43.471176614Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:48:49.546769+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.40 | 271.3% | 197.5% | |||
| 25Δ | 6.92 | 316.2% | 223.6% | |||
| 30Δ | 7.44 | 361.1% | 249.7% | |||
| 35Δ | 5.74 | 276.6% | 171.6% | |||
| 40Δ | 3.73 | 174.0% | 78.9% | |||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 2.78 | 141.7% | 11.1% | |||
| 60Δ | 3.41 | 152.7% | 9.7% | |||
| 65Δ | 4.05 | 163.7% | 8.3% | |||
| 70Δ | 4.69 | 174.7% | 6.8% | |||
| 75Δ | 5.32 | 185.7% | 5.4% | |||
| 80Δ | 5.96 | 196.7% | 3.9% | |||