Share price$4.57
1D+5.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:15:17.555Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.002966622Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:16.656782+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.81 | 75.3% | 29.7% | 3.60 | 105.6% | 25.4% |
| 25Δ | 5.62 | 76.4% | 26.5% | 3.93 | 89.5% | 18.8% |
| 30Δ | 5.43 | 77.5% | 23.3% | 4.12 | 85.2% | 16.0% |
| 35Δ | 5.24 | 78.6% | 20.1% | 4.27 | 84.0% | 14.3% |
| 40Δ | 5.05 | 79.8% | 16.9% | 4.42 | 82.8% | 12.5% |
| 45Δ | 4.89 | 81.1% | 14.8% | 4.57 | 81.6% | 10.8% |
| 50Δ | 4.73 | 82.5% | 13.2% | 4.73 | 80.3% | 9.0% |
| 55Δ | 4.58 | 84.0% | 11.6% | 4.88 | 79.1% | 7.3% |
| 60Δ | 4.42 | 85.4% | 10.0% | 5.05 | 78.9% | 5.7% |
| 65Δ | 4.27 | 86.8% | 8.3% | 5.31 | 82.5% | 4.9% |
| 70Δ | 4.11 | 88.3% | 6.7% | 5.57 | 86.1% | 4.0% |
| 75Δ | 5.83 | 89.7% | 3.2% | |||
| 80Δ | 6.13 | 91.8% | 2.3% | |||