Share price$2.21
1D-7.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-17T02:56:57.479Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T23:42:25.100375596Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T02:56:56.655883+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.40 | 271.9% | 197.3% | |||
| 25Δ | 6.92 | 316.9% | 223.4% | |||
| 30Δ | 7.44 | 361.9% | 249.5% | |||
| 35Δ | 5.74 | 277.1% | 171.5% | |||
| 40Δ | 3.74 | 174.4% | 79.2% | |||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 2.79 | 142.3% | 11.2% | |||
| 60Δ | 3.43 | 153.5% | 9.7% | |||
| 65Δ | 4.07 | 164.7% | 8.3% | |||
| 70Δ | 4.70 | 176.0% | 6.8% | |||
| 75Δ | 5.34 | 187.2% | 5.4% | |||
| 80Δ | 5.98 | 198.4% | 4.0% | |||