Share price$2.22
1D-7.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T23:33:03.469Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T23:30:56.954469443Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T23:33:01.168173+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.40 | 270.9% | 196.4% | |||
| 25Δ | 6.92 | 315.8% | 222.5% | |||
| 30Δ | 7.44 | 360.8% | 248.5% | |||
| 35Δ | 5.75 | 276.3% | 171.2% | |||
| 40Δ | 3.79 | 175.7% | 80.9% | |||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 2.87 | 145.5% | 11.3% | |||
| 60Δ | 3.51 | 157.6% | 9.9% | |||
| 65Δ | 4.16 | 169.6% | 8.4% | |||
| 70Δ | 4.80 | 181.6% | 7.0% | |||
| 75Δ | 5.45 | 193.6% | 5.5% | |||
| 80Δ | 6.09 | 205.6% | 4.0% | |||