Share price$13.38
1D+3.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:17:15.285Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:54:59.95406143Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:14.737229+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.51 | 64.7% | 25.6% | 11.23 | 68.0% | 18.7% |
| 25Δ | 15.89 | 63.9% | 21.6% | 11.78 | 63.8% | 15.2% |
| 30Δ | 15.27 | 63.1% | 17.6% | 12.34 | 59.5% | 11.7% |
| 35Δ | 14.80 | 63.0% | 15.0% | 12.73 | 58.1% | 9.9% |
| 40Δ | 14.45 | 63.6% | 13.5% | 13.04 | 57.7% | 8.9% |
| 45Δ | 14.09 | 64.1% | 12.0% | 13.36 | 57.3% | 7.9% |
| 50Δ | 13.73 | 64.6% | 10.5% | 13.68 | 56.9% | 6.8% |
| 55Δ | 13.38 | 65.1% | 9.1% | 13.99 | 56.5% | 5.8% |
| 60Δ | 13.02 | 65.7% | 7.6% | 14.31 | 56.1% | 4.7% |
| 65Δ | 12.67 | 66.2% | 6.1% | 14.63 | 55.7% | 3.7% |
| 70Δ | 11.83 | 77.5% | 5.0% | 14.94 | 55.3% | 2.7% |
| 75Δ | 10.59 | 98.2% | 4.2% | 15.80 | 61.9% | 2.1% |
| 80Δ | 9.34 | 119.0% | 3.5% | 16.77 | 70.1% | 1.7% |