Share price$9.37
1D+5.3%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datastale · fetched 2026-10-15T20:04:51.590Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:04:13.405331533Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:49.896391+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.88 | 106.2% | 6.0% | 8.87 | 120.8% | 6.0% |
| 25Δ | 9.78 | 104.1% | 5.3% | 9.02 | 112.6% | 4.7% |
| 30Δ | 9.69 | 102.1% | 4.5% | 9.09 | 110.5% | 4.2% |
| 35Δ | 9.60 | 100.0% | 3.7% | 9.16 | 108.5% | 3.7% |
| 40Δ | 9.51 | 98.0% | 2.9% | 9.23 | 106.4% | 3.3% |
| 45Δ | 9.44 | 97.9% | 2.6% | 9.30 | 104.3% | 2.8% |
| 50Δ | 9.38 | 98.1% | 2.3% | 9.37 | 102.3% | 2.3% |
| 55Δ | 9.31 | 98.2% | 2.0% | 9.44 | 100.2% | 1.9% |
| 60Δ | 9.25 | 98.3% | 1.7% | 9.64 | 122.3% | 1.6% |
| 65Δ | 9.18 | 98.5% | 1.4% | 10.95 | 352.9% | 2.8% |
| 70Δ | 9.12 | 98.6% | 1.2% | 12.27 | 583.5% | 4.1% |
| 75Δ | 9.05 | 98.7% | 0.9% | 13.02 | 711.5% | 4.7% |
| 80Δ | 8.93 | 111.4% | 0.7% | 13.23 | 616.7% | 3.0% |