Share price$13.04
1D-3.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T21:48:29.573Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T21:28:06.946056276Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:29.118319+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.16 | 100.3% | 17.5% | 12.30 | 51.2% | 6.5% |
| 25Δ | 14.46 | 78.5% | 12.2% | 12.52 | 46.7% | 5.0% |
| 30Δ | 13.76 | 56.7% | 6.9% | 12.63 | 46.3% | 4.5% |
| 35Δ | 13.43 | 48.1% | 4.5% | 12.74 | 45.9% | 3.9% |
| 40Δ | 13.31 | 47.3% | 3.9% | 12.86 | 45.6% | 3.3% |
| 45Δ | 13.20 | 46.5% | 3.4% | 12.97 | 45.2% | 2.8% |
| 50Δ | 13.08 | 45.7% | 2.8% | 13.10 | 47.2% | 2.4% |
| 55Δ | 12.97 | 45.2% | 2.3% | 13.23 | 50.1% | 2.2% |
| 60Δ | 12.86 | 45.6% | 2.0% | 13.36 | 53.0% | 1.9% |
| 65Δ | 12.74 | 46.0% | 1.7% | 13.49 | 55.9% | 1.7% |
| 70Δ | 12.63 | 46.4% | 1.4% | 13.67 | 57.6% | 1.4% |
| 75Δ | 12.52 | 46.8% | 1.1% | 13.86 | 59.1% | 1.1% |
| 80Δ | 11.83 | 87.4% | 1.4% | 14.04 | 59.4% | 0.8% |