Share price$11.76
1D+4.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:34:26.338Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:26:41.247062211Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:25.850875+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.70 | 148.3% | 8.8% | 10.94 | 169.7% | 8.0% |
| 25Δ | 12.52 | 144.6% | 7.6% | 11.11 | 164.0% | 6.9% |
| 30Δ | 12.35 | 140.8% | 6.4% | 11.24 | 161.7% | 6.2% |
| 35Δ | 12.17 | 137.1% | 5.2% | 11.37 | 159.4% | 5.5% |
| 40Δ | 12.00 | 133.4% | 4.0% | 11.51 | 157.1% | 4.8% |
| 45Δ | 11.65 | 160.1% | 3.6% | 11.64 | 154.8% | 4.1% |
| 50Δ | 11.29 | 186.9% | 3.3% | 11.77 | 152.5% | 3.4% |
| 55Δ | 10.94 | 213.6% | 3.0% | 11.90 | 150.2% | 2.7% |
| 60Δ | 10.59 | 240.4% | 2.7% | 12.10 | 162.8% | 2.2% |
| 65Δ | 10.23 | 267.2% | 2.4% | 12.47 | 217.2% | 2.3% |
| 70Δ | 9.88 | 294.0% | 2.0% | 12.85 | 271.5% | 2.4% |
| 75Δ | 9.53 | 320.8% | 1.7% | 13.30 | 306.8% | 2.2% |
| 80Δ | 9.17 | 347.5% | 1.4% | 13.81 | 329.1% | 1.7% |