Share price$10.09
1D+7.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:15:50.289Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:59:20.636569827Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:49.339829+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.85 | 118.3% | 50.7% | 8.05 | 109.0% | 24.8% |
| 25Δ | 14.22 | 124.0% | 45.8% | 8.50 | 112.5% | 22.4% |
| 30Δ | 13.16 | 117.3% | 36.3% | 8.94 | 115.9% | 19.9% |
| 35Δ | 12.47 | 115.7% | 30.7% | 9.39 | 112.7% | 17.2% |
| 40Δ | 11.87 | 115.7% | 26.2% | 9.84 | 108.6% | 14.5% |
| 45Δ | 11.33 | 115.4% | 22.4% | 10.32 | 110.2% | 12.7% |
| 50Δ | 10.82 | 115.2% | 19.0% | 10.83 | 115.2% | 11.3% |
| 55Δ | 10.34 | 115.2% | 16.1% | 11.45 | 121.0% | 10.0% |
| 60Δ | 9.86 | 116.0% | 13.4% | 12.06 | 124.5% | 8.6% |
| 65Δ | 9.39 | 118.4% | 11.4% | 12.41 | 115.7% | 6.9% |
| 70Δ | 8.93 | 119.6% | 9.3% | 12.75 | 107.0% | 5.1% |
| 75Δ | 8.50 | 113.7% | 7.1% | 21.19 | 196.6% | 5.7% |
| 80Δ | 8.07 | 107.8% | 4.9% | 15.53 | 130.0% | 3.1% |