Share price$11.76
1D+4.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:03:33.125Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.002542428Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:03:32.464573+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.19 | 129.1% | 58.5% | 9.10 | 130.1% | 28.3% |
| 25Δ | 16.49 | 122.4% | 45.0% | 9.72 | 132.9% | 25.3% |
| 30Δ | 15.14 | 112.5% | 34.4% | 10.34 | 128.8% | 21.7% |
| 35Δ | 14.26 | 107.6% | 27.9% | 10.96 | 118.8% | 17.8% |
| 40Δ | 13.62 | 107.3% | 23.9% | 11.58 | 126.4% | 16.3% |
| 45Δ | 13.07 | 108.8% | 20.7% | 12.20 | 130.9% | 14.6% |
| 50Δ | 12.54 | 110.8% | 18.1% | 12.77 | 126.7% | 12.3% |
| 55Δ | 12.02 | 112.9% | 15.6% | 13.58 | 132.1% | 10.7% |
| 60Δ | 11.50 | 110.0% | 12.8% | 14.52 | 138.9% | 9.4% |
| 65Δ | 10.97 | 107.5% | 10.1% | 15.45 | 140.7% | 7.8% |
| 70Δ | 10.39 | 116.1% | 8.8% | 16.64 | 144.9% | 6.3% |
| 75Δ | 9.84 | 119.6% | 7.3% | 18.32 | 153.0% | 5.0% |
| 80Δ | 9.35 | 112.2% | 5.2% | 20.59 | 161.1% | 3.7% |