Share price$8.78
1D+0.4%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-20T06:04:21.845Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-20T00:00:00.067838552Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:04:21.352861+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.38 | 81.2% | 32.0% | 7.44 | 78.8% | 18.1% |
| 25Δ | 10.79 | 78.3% | 26.0% | 7.74 | 76.2% | 16.1% |
| 30Δ | 10.20 | 75.4% | 19.9% | 7.99 | 75.5% | 14.6% |
| 35Δ | 9.82 | 75.3% | 16.9% | 8.24 | 74.9% | 13.2% |
| 40Δ | 9.55 | 76.6% | 15.4% | 8.50 | 74.2% | 11.7% |
| 45Δ | 9.28 | 77.8% | 13.9% | 8.75 | 73.6% | 10.3% |
| 50Δ | 9.01 | 79.1% | 12.3% | 9.00 | 72.9% | 8.9% |
| 55Δ | 8.74 | 80.4% | 10.8% | 9.26 | 72.3% | 7.4% |
| 60Δ | 8.47 | 81.7% | 9.3% | 9.51 | 71.6% | 6.0% |
| 65Δ | 8.19 | 83.0% | 7.8% | 9.76 | 71.0% | 4.5% |
| 70Δ | 7.92 | 84.2% | 6.3% | 10.03 | 70.5% | 3.2% |
| 75Δ | 7.65 | 85.5% | 4.8% | 10.60 | 72.7% | 2.5% |
| 80Δ | 7.21 | 90.1% | 3.6% | 11.17 | 75.0% | 1.9% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 74.83% | -2.06 pp | 21.16% |