Share price$8.12
1D-3.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T23:53:10.052Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T23:00:00.002751484Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T23:53:09.657215+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.37 | 206.0% | 119.2% | 6.41 | 88.0% | 24.2% |
| 25Δ | 16.38 | 191.7% | 107.7% | 6.90 | 80.1% | 19.0% |
| 30Δ | 15.40 | 177.3% | 96.3% | 7.39 | 72.1% | 13.8% |
| 35Δ | 14.42 | 163.0% | 84.9% | 8.79 | 89.1% | 12.1% |
| 40Δ | 13.43 | 148.6% | 73.4% | 10.48 | 113.7% | 11.6% |
| 45Δ | 12.45 | 134.2% | 62.0% | 12.17 | 138.3% | 11.0% |
| 50Δ | 11.47 | 119.9% | 50.5% | 13.86 | 162.8% | 10.5% |
| 55Δ | 10.48 | 105.5% | 39.1% | 15.55 | 187.4% | 9.9% |
| 60Δ | 9.50 | 91.2% | 27.6% | 17.24 | 212.0% | 9.4% |
| 65Δ | 8.52 | 76.8% | 16.2% | 18.93 | 236.6% | 8.8% |
| 70Δ | 7.53 | 62.5% | 4.8% | 20.62 | 261.2% | 8.3% |
| 75Δ | 6.57 | 104.9% | 4.0% | 22.31 | 285.7% | 7.7% |
| 80Δ | 5.60 | 149.4% | 3.6% | 15.70 | 177.1% | 3.9% |