Share price$18.41
1D+6.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:18.933Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:03:11.736025508Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:18.562809+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.45 | 118.7% | 6.3% | 17.47 | 123.6% | 5.9% |
| 25Δ | 19.14 | 102.7% | 4.7% | 17.64 | 125.5% | 5.2% |
| 30Δ | 18.93 | 98.3% | 3.8% | 17.81 | 126.9% | 4.6% |
| 35Δ | 18.81 | 103.6% | 3.5% | 17.98 | 128.4% | 4.0% |
| 40Δ | 18.69 | 108.9% | 3.2% | 18.15 | 138.5% | 3.7% |
| 45Δ | 18.58 | 114.2% | 2.9% | 18.31 | 149.8% | 3.4% |
| 50Δ | 18.45 | 117.6% | 2.6% | 18.48 | 161.0% | 3.2% |
| 55Δ | 18.30 | 117.8% | 2.2% | 18.64 | 153.0% | 2.7% |
| 60Δ | 18.16 | 118.0% | 1.9% | 18.79 | 142.6% | 2.1% |
| 65Δ | 18.01 | 118.2% | 1.5% | 18.95 | 132.3% | 1.6% |
| 70Δ | 17.73 | 132.6% | 1.3% | 19.54 | 197.1% | 1.9% |
| 75Δ | 17.44 | 148.3% | 1.2% | 19.80 | 190.5% | 1.4% |
| 80Δ | 17.14 | 164.0% | 1.0% | 23.55 | 485.6% | 2.5% |