Share price$1.90
1D-4.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:05:45.539Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:01:38.93526916Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:05:45.139047+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.26 | 294.9% | 20.3% | 1.59 | 391.2% | 19.1% |
| 25Δ | 2.09 | 202.3% | 11.3% | 1.64 | 378.8% | 17.2% |
| 30Δ | 1.92 | 109.8% | 2.2% | 1.69 | 366.4% | 15.4% |
| 35Δ | 1.75 | 17.2% | 6.8% | 1.74 | 354.0% | 13.5% |
| 40Δ | 1.58 | -75.3% | 15.8% | 1.79 | 341.6% | 11.6% |
| 45Δ | 1.40 | -167.9% | 24.8% | 1.84 | 329.2% | 9.7% |
| 50Δ | 1.23 | -260.4% | 33.8% | 1.90 | 316.7% | 7.8% |
| 55Δ | 1.06 | -353.0% | 42.8% | 1.95 | 304.3% | 5.9% |
| 60Δ | 0.89 | -445.5% | 51.8% | 2.00 | 291.9% | 4.0% |
| 65Δ | 0.72 | -538.1% | 60.8% | 2.20 | 377.2% | 3.7% |
| 70Δ | 0.55 | -630.6% | 69.9% | 2.40 | 467.3% | 3.4% |
| 75Δ | 0.38 | -723.2% | 78.9% | 2.61 | 557.3% | 3.1% |
| 80Δ | 0.21 | -815.7% | 87.9% | 2.82 | 647.4% | 2.9% |