Share price$9.64
1D+5.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:38.178Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:01.407100098Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:37.850185+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.81 | 250.0% | 23.4% | 7.66 | 578.6% | 24.1% |
| 25Δ | 10.73 | 169.9% | 12.3% | 7.93 | 532.7% | 21.6% |
| 30Δ | 9.64 | 89.7% | 1.1% | 8.20 | 486.7% | 19.1% |
| 35Δ | 8.56 | 9.6% | 10.0% | 8.47 | 440.7% | 16.5% |
| 40Δ | 7.47 | -70.5% | 21.2% | 8.74 | 394.7% | 14.0% |
| 45Δ | 6.39 | -150.6% | 32.3% | 9.01 | 348.7% | 11.5% |
| 50Δ | 5.31 | -230.7% | 43.4% | 9.28 | 302.7% | 9.0% |
| 55Δ | 4.22 | -310.9% | 54.6% | 9.55 | 256.7% | 6.5% |
| 60Δ | 3.14 | -391.0% | 65.7% | 9.82 | 210.7% | 3.9% |
| 65Δ | 2.05 | -471.1% | 76.9% | 10.22 | 206.3% | 2.2% |
| 70Δ | 0.97 | -551.2% | 88.0% | 10.90 | 288.9% | 2.2% |
| 75Δ | -0.12 | -631.3% | 99.1% | 11.59 | 371.5% | 2.2% |
| 80Δ | -1.20 | -711.4% | 110.3% | 12.27 | 454.1% | 2.2% |