Share price$1.71
1D+19.7%
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Market dataready · fetched 2026-10-16T00:21:09.851Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:40:10.301036929Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:21:09.241973+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.43 | 105.9% | 45.1% | 1.17 | 287.8% | 46.8% |
| 25Δ | 2.24 | 93.9% | 34.5% | 1.33 | 238.6% | 37.5% |
| 30Δ | 2.05 | 81.9% | 23.9% | 1.50 | 189.7% | 28.4% |
| 35Δ | 4.84 | 335.5% | 197.7% | 1.79 | 221.0% | 27.1% |
| 40Δ | 4.41 | 303.4% | 173.0% | 2.08 | 252.3% | 25.8% |
| 45Δ | 3.98 | 271.2% | 148.2% | 2.36 | 283.6% | 24.6% |
| 50Δ | 3.55 | 239.1% | 123.5% | 2.34 | 246.9% | 19.8% |
| 55Δ | 3.12 | 206.9% | 98.7% | 2.04 | 148.8% | 11.8% |
| 60Δ | 2.69 | 174.8% | 74.0% | 3.03 | 205.9% | 11.3% |
| 65Δ | 2.26 | 142.6% | 49.3% | 4.21 | 284.9% | 11.9% |
| 70Δ | 1.83 | 110.4% | 24.5% | 5.69 | 349.5% | 11.5% |
| 75Δ | ||||||
| 80Δ | ||||||