Share price$5.09
1D-2.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-16T22:45:18.197Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:02:45.138428688Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.06 | 92.2% | 42.0% | |||
| 25Δ | 6.79 | 91.6% | 37.9% | |||
| 30Δ | 6.52 | 91.1% | 33.7% | |||
| 35Δ | 6.26 | 90.5% | 29.6% | |||
| 40Δ | 5.99 | 90.0% | 25.4% | |||
| 45Δ | 5.72 | 89.4% | 21.3% | 5.20 | 90.3% | 10.8% |
| 50Δ | 5.45 | 88.8% | 17.1% | 5.49 | 92.2% | 9.6% |
| 55Δ | 5.19 | 88.3% | 13.0% | 5.78 | 94.1% | 8.5% |
| 60Δ | 4.90 | 89.7% | 9.7% | 6.07 | 95.9% | 7.3% |
| 65Δ | 4.58 | 95.8% | 8.5% | 6.36 | 97.8% | 6.2% |
| 70Δ | 4.26 | 101.9% | 7.3% | 6.66 | 99.7% | 5.1% |
| 75Δ | 3.93 | 108.0% | 6.1% | 6.95 | 101.6% | 3.9% |
| 80Δ | 3.61 | 114.1% | 4.9% | 7.24 | 103.4% | 2.8% |