Share price$3.67
1D-7.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T22:20:22.586Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:02:06.484679634Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:20:22.218260+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.72 | 366.3% | 87.6% | 2.60 | 467.1% | 38.7% |
| 25Δ | 8.35 | 471.3% | 134.5% | 2.92 | 335.5% | 27.7% |
| 30Δ | 7.55 | 571.6% | 116.1% | 3.25 | 204.0% | 16.7% |
| 35Δ | 5.46 | 424.1% | 59.1% | 3.60 | 124.5% | 8.5% |
| 40Δ | 4.90 | 386.7% | 44.9% | 4.07 | 233.8% | 10.8% |
| 45Δ | 4.46 | 347.3% | 33.5% | 4.54 | 343.2% | 13.0% |
| 50Δ | 4.32 | 303.0% | 28.7% | 5.01 | 452.5% | 15.2% |
| 55Δ | 4.18 | 258.7% | 23.9% | 5.48 | 561.9% | 17.5% |
| 60Δ | 4.04 | 214.4% | 19.2% | 5.81 | 537.1% | 14.6% |
| 65Δ | 3.90 | 170.1% | 14.4% | 8.05 | 672.8% | 14.3% |
| 70Δ | 3.76 | 125.8% | 9.6% | 9.14 | 671.6% | 12.0% |
| 75Δ | 3.62 | 81.5% | 4.8% | 8.73 | 523.7% | 7.3% |
| 80Δ | 3.09 | 326.1% | 8.1% | 8.83 | 519.2% | 6.2% |