Share price$9.31
1D+4.8%
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 dataready · fetched 2026-10-16T00:18:57.345Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:59:40.100701418Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:56.342802+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.39 | 126.2% | 68.7% | 7.76 | 81.1% | 19.9% |
| 25Δ | 11.62 | 84.6% | 28.3% | 8.12 | 81.8% | 17.3% |
| 30Δ | 11.14 | 84.5% | 24.1% | 8.43 | 84.3% | 15.6% |
| 35Δ | 10.74 | 84.5% | 20.9% | 8.74 | 86.7% | 13.9% |
| 40Δ | 10.38 | 84.6% | 18.1% | 9.05 | 88.1% | 12.2% |
| 45Δ | 10.01 | 84.6% | 15.3% | 9.32 | 83.6% | 10.3% |
| 50Δ | 9.69 | 86.7% | 13.5% | 9.60 | 79.2% | 8.5% |
| 55Δ | 9.37 | 88.9% | 11.8% | 9.88 | 74.7% | 6.7% |
| 60Δ | 9.05 | 91.1% | 10.1% | 10.24 | 75.1% | 5.5% |
| 65Δ | 8.64 | 102.0% | 9.3% | 10.66 | 79.4% | 4.7% |
| 70Δ | 8.22 | 114.7% | 8.6% | 13.43 | 129.3% | 5.3% |
| 75Δ | 7.85 | 115.7% | 7.3% | 17.96 | 205.5% | 6.3% |
| 80Δ | 7.54 | 104.6% | 5.4% | 18.58 | 191.0% | 4.3% |