Share price$8.12
1D-3.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-17T04:06:55.776Z
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 2026-10-17T04:06:55.273029+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.37 | 206.5% | 119.2% | 6.41 | 88.7% | 24.2% |
| 25Δ | 16.38 | 192.2% | 107.7% | 6.90 | 80.9% | 19.0% |
| 30Δ | 15.40 | 177.9% | 96.3% | 7.39 | 73.1% | 13.8% |
| 35Δ | 14.41 | 163.6% | 84.8% | 8.79 | 90.0% | 12.1% |
| 40Δ | 13.43 | 149.3% | 73.4% | 10.48 | 114.6% | 11.6% |
| 45Δ | 12.45 | 135.0% | 61.9% | 12.17 | 139.1% | 11.0% |
| 50Δ | 11.46 | 120.6% | 50.5% | 13.86 | 163.6% | 10.5% |
| 55Δ | 10.48 | 106.3% | 39.0% | 15.55 | 188.2% | 9.9% |
| 60Δ | 9.50 | 92.0% | 27.6% | 17.24 | 212.7% | 9.4% |
| 65Δ | 8.51 | 77.7% | 16.1% | 18.93 | 237.3% | 8.8% |
| 70Δ | 7.53 | 63.4% | 4.7% | 20.62 | 261.8% | 8.3% |
| 75Δ | 6.56 | 106.1% | 4.0% | 22.31 | 286.4% | 7.7% |
| 80Δ | 5.60 | 150.4% | 3.6% | 15.15 | 167.5% | 3.7% |