Share price$7.47
1D+0.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:40:14.470Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:37.117366643Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:40:11.955116+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.55 | 800.0% | 60.9% | 5.84 | 716.3% | 27.3% |
| 25Δ | 10.88 | 780.2% | 52.0% | 6.29 | 707.4% | 23.8% |
| 30Δ | 10.54 | 724.3% | 47.5% | 6.71 | 717.9% | 21.9% |
| 35Δ | 10.20 | 668.4% | 43.1% | 7.13 | 728.4% | 20.0% |
| 40Δ | 9.86 | 612.5% | 38.6% | 7.55 | 738.9% | 18.2% |
| 45Δ | 9.52 | 556.6% | 34.1% | 7.97 | 749.3% | 16.3% |
| 50Δ | 9.19 | 500.6% | 29.6% | 8.39 | 759.8% | 14.4% |
| 55Δ | 8.85 | 444.7% | 25.2% | 8.81 | 770.3% | 12.6% |
| 60Δ | 8.51 | 388.8% | 20.7% | 9.23 | 780.8% | 10.7% |
| 65Δ | 8.17 | 332.9% | 16.2% | 9.65 | 791.3% | 8.8% |
| 70Δ | 7.83 | 277.0% | 11.7% | 9.56 | 677.6% | 6.0% |
| 75Δ | 7.49 | 221.1% | 7.2% | 10.02 | 617.1% | 5.6% |
| 80Δ | 7.15 | 165.2% | 2.8% | 11.31 | 735.9% | 7.4% |