Share price$4.85
1D+6.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:18:50.302Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:59:58.100601084Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:49.278640+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.11 | 73.9% | 28.3% | 4.09 | 74.2% | 18.7% |
| 25Δ | 5.87 | 72.5% | 24.1% | 4.24 | 73.7% | 16.9% |
| 30Δ | 5.69 | 72.0% | 21.4% | 4.39 | 73.2% | 15.0% |
| 35Δ | 5.51 | 71.6% | 18.7% | 4.54 | 72.6% | 13.1% |
| 40Δ | 5.34 | 71.2% | 16.0% | 4.69 | 72.1% | 11.2% |
| 45Δ | 5.16 | 70.7% | 13.2% | 4.84 | 71.6% | 9.3% |
| 50Δ | 4.99 | 70.2% | 10.6% | 4.99 | 71.1% | 7.4% |
| 55Δ | 4.87 | 67.7% | 9.5% | 5.18 | 72.4% | 6.5% |
| 60Δ | 4.75 | 65.2% | 8.3% | 5.37 | 74.0% | 5.6% |
| 65Δ | 4.63 | 62.8% | 7.1% | 5.56 | 75.5% | 4.6% |
| 70Δ | 4.50 | 60.3% | 5.9% | 5.75 | 77.0% | 3.7% |
| 75Δ | 4.38 | 57.8% | 4.8% | 5.95 | 78.5% | 2.8% |
| 80Δ | 4.26 | 55.4% | 3.6% | 7.86 | 143.2% | 3.4% |