Share price$10.09
1D+7.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:40.430Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:03:28.47130655Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:39.828475+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.83 | 145.2% | 8.1% | 9.39 | 136.6% | 8.0% |
| 25Δ | 10.67 | 142.6% | 6.8% | 9.52 | 137.0% | 7.0% |
| 30Δ | 10.52 | 140.0% | 5.6% | 9.65 | 137.3% | 6.0% |
| 35Δ | 10.42 | 137.5% | 4.9% | 9.78 | 137.6% | 5.0% |
| 40Δ | 10.32 | 135.0% | 4.3% | 9.91 | 138.0% | 4.0% |
| 45Δ | 10.23 | 132.4% | 3.7% | 10.04 | 140.4% | 3.3% |
| 50Δ | 10.13 | 129.9% | 3.1% | 10.15 | 147.2% | 2.9% |
| 55Δ | 10.04 | 127.3% | 2.4% | 10.26 | 153.9% | 2.6% |
| 60Δ | 9.94 | 124.8% | 1.8% | 10.37 | 160.7% | 2.3% |
| 65Δ | 9.85 | 122.3% | 1.2% | 10.49 | 167.5% | 2.0% |
| 70Δ | 9.75 | 119.7% | 0.6% | 12.10 | 369.9% | 2.8% |
| 75Δ | 9.66 | 117.2% | 0.0% | 13.93 | 601.1% | 3.8% |
| 80Δ | 9.56 | 114.7% | 0.6% | 15.64 | 797.2% | 4.3% |