Share price$14.77
1D+3.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:36:03.847Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:25:29.610157049Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:59.759346+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.87 | 623.9% | 53.7% | 11.91 | 541.9% | 24.3% |
| 25Δ | 18.68 | 360.6% | 29.8% | 13.34 | 278.5% | 12.2% |
| 30Δ | 15.49 | 97.2% | 5.8% | 14.53 | 69.8% | 2.5% |
| 35Δ | 14.95 | 55.9% | 2.0% | 14.66 | 88.2% | 2.4% |
| 40Δ | 14.90 | 54.9% | 1.8% | 14.80 | 106.6% | 2.4% |
| 45Δ | 14.85 | 53.9% | 1.6% | 14.94 | 125.0% | 2.4% |
| 50Δ | 14.79 | 53.0% | 1.4% | 15.07 | 143.4% | 2.4% |
| 55Δ | 14.74 | 52.0% | 1.2% | 15.21 | 161.8% | 2.3% |
| 60Δ | 14.69 | 51.1% | 1.0% | 15.34 | 180.3% | 2.3% |
| 65Δ | 14.63 | 50.1% | 0.8% | 15.48 | 198.7% | 2.3% |
| 70Δ | 14.58 | 49.1% | 0.6% | 15.30 | 102.7% | 0.9% |
| 75Δ | 14.53 | 48.2% | 0.4% | 17.75 | 449.0% | 3.1% |
| 80Δ | 14.42 | 51.6% | 0.3% | 19.63 | 557.6% | 2.8% |