Share price$9.11
1D+5.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T21:57:27.904Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T21:23:53.40912068Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:57:27.139665+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.47 | 165.5% | 96.1% | 7.54 | 85.9% | 20.7% |
| 25Δ | 13.66 | 139.6% | 55.2% | 7.83 | 83.5% | 18.8% |
| 30Δ | 12.01 | 114.3% | 37.3% | 8.11 | 81.1% | 16.9% |
| 35Δ | 10.86 | 100.5% | 25.5% | 8.40 | 78.7% | 15.0% |
| 40Δ | 10.49 | 104.6% | 23.1% | 8.68 | 76.3% | 13.0% |
| 45Δ | 10.12 | 108.6% | 20.7% | 8.97 | 73.9% | 11.1% |
| 50Δ | 9.71 | 109.0% | 17.9% | 9.26 | 71.5% | 9.2% |
| 55Δ | 9.30 | 107.5% | 14.9% | 9.54 | 69.1% | 7.3% |
| 60Δ | 8.87 | 108.6% | 12.3% | 9.83 | 66.7% | 5.4% |
| 65Δ | 8.43 | 116.0% | 10.9% | 11.80 | 74.9% | 3.9% |
| 70Δ | 7.98 | 123.3% | 9.4% | 16.38 | 99.5% | 3.1% |
| 75Δ | 7.54 | 130.6% | 8.0% | 20.97 | 124.0% | 2.3% |
| 80Δ | 6.90 | 139.8% | 6.4% | 25.55 | 148.6% | 1.5% |