Share price$4.83
1D+6.6%
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 2026-10-15T20:05:29.835Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:05:23.702840869Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:05:25.320513+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.85 | 469.0% | 43.5% | 4.56 | 119.5% | 6.5% |
| 25Δ | 5.81 | 269.2% | 21.7% | 4.60 | 117.8% | 5.9% |
| 30Δ | 4.98 | 115.9% | 4.5% | 4.64 | 116.1% | 5.4% |
| 35Δ | 4.90 | 131.5% | 4.2% | 4.68 | 114.4% | 4.9% |
| 40Δ | 4.82 | 147.2% | 3.9% | 4.73 | 112.7% | 4.4% |
| 45Δ | 4.74 | 162.8% | 3.6% | 4.77 | 111.0% | 3.8% |
| 50Δ | 4.65 | 178.4% | 3.3% | 4.81 | 109.3% | 3.3% |
| 55Δ | 4.57 | 194.0% | 3.0% | 4.85 | 107.6% | 2.8% |
| 60Δ | 4.49 | 209.6% | 2.7% | 4.89 | 105.9% | 2.2% |
| 65Δ | 4.41 | 225.2% | 2.3% | 4.93 | 104.2% | 1.7% |
| 70Δ | 4.33 | 240.9% | 2.0% | 4.97 | 102.5% | 1.2% |
| 75Δ | 4.24 | 256.5% | 1.7% | 5.19 | 146.3% | 0.9% |
| 80Δ | 4.16 | 272.1% | 1.4% | 5.75 | 281.6% | 1.1% |