Share price$13.47
1D+3.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:05:03.078Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:03:39.875971685Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:05:00.307831+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.28 | 266.4% | 15.0% | 12.79 | 116.2% | 5.7% |
| 25Δ | 16.24 | 415.5% | 23.2% | 13.06 | 85.7% | 3.7% |
| 30Δ | 15.64 | 337.3% | 18.4% | 13.15 | 83.6% | 3.3% |
| 35Δ | 15.04 | 259.1% | 13.6% | 13.23 | 81.5% | 2.9% |
| 40Δ | 14.44 | 180.9% | 8.8% | 13.31 | 79.5% | 2.4% |
| 45Δ | 13.84 | 102.6% | 4.1% | 13.39 | 77.4% | 2.0% |
| 50Δ | 13.46 | 60.4% | 1.3% | 13.48 | 75.3% | 1.6% |
| 55Δ | 13.38 | 65.4% | 1.2% | 13.58 | 80.6% | 1.4% |
| 60Δ | 13.30 | 70.4% | 1.0% | 13.69 | 88.8% | 1.2% |
| 65Δ | 13.22 | 75.4% | 0.9% | 13.81 | 96.9% | 1.1% |
| 70Δ | 13.14 | 80.4% | 0.8% | 13.92 | 105.1% | 1.0% |
| 75Δ | 13.06 | 85.4% | 0.7% | 14.25 | 147.2% | 1.1% |
| 80Δ | 12.92 | 94.7% | 0.6% | 15.23 | 244.2% | 1.3% |