Share price$5.12
1D-2.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:41:02.089Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:18:17.868127635Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:35:40.551658+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.98 | 402.1% | 37.3% | |||
| 25Δ | 6.80 | 371.8% | 33.9% | |||
| 30Δ | 6.61 | 341.4% | 30.5% | |||
| 35Δ | 6.43 | 311.1% | 27.2% | 5.05 | 148.1% | 3.8% |
| 40Δ | 6.25 | 280.7% | 23.8% | 5.30 | 205.6% | 3.6% |
| 45Δ | 6.07 | 250.4% | 20.5% | 5.55 | 263.1% | 3.5% |
| 50Δ | 5.89 | 220.0% | 17.1% | 5.80 | 320.6% | 3.3% |
| 55Δ | 5.71 | 189.7% | 13.7% | 6.04 | 378.1% | 3.2% |
| 60Δ | 5.53 | 159.3% | 10.4% | 6.29 | 435.6% | 3.1% |
| 65Δ | 5.35 | 128.9% | 7.0% | 6.54 | 493.1% | 2.9% |
| 70Δ | 5.17 | 98.6% | 3.7% | 6.79 | 550.6% | 2.8% |
| 75Δ | 7.04 | 608.1% | 2.6% | |||
| 80Δ | 7.29 | 665.6% | 2.5% | |||