Share price$1.62
1D-4.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T21:49:17.607Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T20:10:00.002044921Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:17.106353+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.46 | 320.8% | 306.9% | 1.11 | 299.1% | 47.5% |
| 25Δ | 5.93 | 337.8% | 277.0% | 1.26 | 258.0% | 39.4% |
| 30Δ | 5.41 | 354.8% | 247.1% | 1.40 | 216.9% | 31.3% |
| 35Δ | 4.33 | 315.9% | 181.1% | |||
| 40Δ | 2.19 | 174.9% | 46.7% | |||
| 45Δ | 2.37 | 220.0% | 61.5% | |||
| 50Δ | 2.16 | 190.6% | 49.1% | |||
| 55Δ | 1.96 | 161.2% | 36.6% | |||
| 60Δ | 1.76 | 131.8% | 24.1% | |||
| 65Δ | 1.56 | 102.5% | 11.7% | |||
| 70Δ | 1.42 | 103.7% | 7.3% | |||
| 75Δ | 1.31 | 117.6% | 6.3% | |||
| 80Δ | 1.20 | 131.6% | 5.3% | |||