Share price$4.83
1D+6.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T21:17:05.106Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T21:11:32.362980553Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:17:04.583205+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.83 | 471.1% | 42.9% | 4.56 | 119.5% | 6.5% |
| 25Δ | 5.80 | 270.1% | 21.4% | 4.60 | 117.8% | 5.9% |
| 30Δ | 4.98 | 116.1% | 4.5% | 4.64 | 116.1% | 5.4% |
| 35Δ | 4.90 | 132.3% | 4.2% | 4.68 | 114.4% | 4.9% |
| 40Δ | 4.82 | 148.6% | 3.9% | 4.73 | 112.7% | 4.4% |
| 45Δ | 4.74 | 164.9% | 3.6% | 4.77 | 111.0% | 3.8% |
| 50Δ | 4.65 | 181.1% | 3.3% | 4.81 | 109.3% | 3.3% |
| 55Δ | 4.57 | 197.4% | 3.0% | 4.85 | 107.6% | 2.8% |
| 60Δ | 4.49 | 213.7% | 2.7% | 4.89 | 105.9% | 2.2% |
| 65Δ | 4.41 | 229.9% | 2.3% | 4.93 | 104.2% | 1.7% |
| 70Δ | 4.33 | 246.2% | 2.0% | 4.97 | 102.5% | 1.2% |
| 75Δ | 4.24 | 262.5% | 1.7% | 5.19 | 147.8% | 0.9% |
| 80Δ | 4.16 | 278.7% | 1.4% | 5.75 | 287.5% | 1.1% |