Share price$1.69
1D+19.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:05:58.938Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:02:35.798313135Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:05:58.638433+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.47 | 668.6% | 49.4% | 1.27 | 785.7% | 31.0% |
| 25Δ | 2.40 | 634.3% | 45.8% | 1.38 | 785.8% | 26.8% |
| 30Δ | 2.33 | 599.9% | 42.3% | 1.48 | 785.9% | 22.5% |
| 35Δ | 2.26 | 565.6% | 38.8% | 1.57 | 788.0% | 20.9% |
| 40Δ | 2.19 | 531.3% | 35.2% | 1.67 | 790.6% | 20.1% |
| 45Δ | 2.12 | 496.9% | 31.7% | 1.76 | 793.3% | 19.3% |
| 50Δ | 2.05 | 462.6% | 28.1% | 1.86 | 795.9% | 18.4% |
| 55Δ | 1.98 | 428.3% | 24.6% | 1.95 | 798.6% | 17.6% |
| 60Δ | 1.91 | 394.0% | 21.0% | 2.06 | 800.0% | 17.5% |
| 65Δ | 1.84 | 359.6% | 17.5% | 2.19 | 800.0% | 18.3% |
| 70Δ | 1.77 | 325.3% | 13.9% | 2.32 | 800.0% | 19.1% |
| 75Δ | 1.69 | 291.0% | 10.4% | 2.46 | 800.0% | 19.9% |
| 80Δ | 1.62 | 256.6% | 6.8% | 2.59 | 800.0% | 20.6% |