Share price$5.12
1D-2.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:00:23.621Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:18:17.868127635Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:00:23.023462+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.07 | 89.4% | 41.3% | 3.64 | 109.8% | 33.2% |
| 25Δ | 6.81 | 88.7% | 37.2% | 3.97 | 103.0% | 27.8% |
| 30Δ | 6.54 | 87.9% | 33.2% | 4.30 | 96.3% | 22.5% |
| 35Δ | 6.28 | 87.2% | 29.1% | 4.63 | 89.5% | 17.2% |
| 40Δ | 6.02 | 86.4% | 25.1% | 4.96 | 82.8% | 11.9% |
| 45Δ | 5.75 | 85.7% | 21.0% | 5.25 | 84.1% | 10.2% |
| 50Δ | 5.49 | 85.0% | 17.0% | 5.54 | 86.7% | 9.1% |
| 55Δ | 5.23 | 84.2% | 12.9% | 5.83 | 89.3% | 8.1% |
| 60Δ | 6.12 | 91.9% | 7.0% | |||
| 65Δ | 6.41 | 94.5% | 5.9% | |||
| 70Δ | 6.70 | 97.1% | 4.8% | |||
| 75Δ | 6.99 | 99.7% | 3.8% | |||
| 80Δ | 7.28 | 102.3% | 2.7% | |||