Share price$1.89
1D-4.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:41:03.418Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:37:23.120928347Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:39:56.950691+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.24 | 296.3% | 20.0% | 1.58 | 389.2% | 18.9% |
| 25Δ | 2.06 | 197.7% | 10.4% | 1.63 | 375.8% | 17.1% |
| 30Δ | 1.98 | 172.2% | 6.8% | 1.68 | 362.4% | 15.3% |
| 35Δ | 1.94 | 183.7% | 6.3% | 1.73 | 349.0% | 13.5% |
| 40Δ | 1.90 | 195.1% | 5.8% | 1.78 | 335.6% | 11.6% |
| 45Δ | 1.86 | 206.6% | 5.3% | 1.83 | 322.2% | 9.8% |
| 50Δ | 1.82 | 218.1% | 4.8% | 1.88 | 308.8% | 8.0% |
| 55Δ | 1.79 | 229.6% | 4.3% | 1.93 | 295.4% | 6.2% |
| 60Δ | 1.75 | 241.1% | 3.8% | 1.97 | 282.0% | 4.4% |
| 65Δ | 1.71 | 252.6% | 3.3% | 2.10 | 318.4% | 3.3% |
| 70Δ | 1.67 | 264.0% | 2.8% | 2.31 | 406.7% | 3.0% |
| 75Δ | 1.64 | 275.5% | 2.3% | 2.52 | 495.0% | 2.8% |
| 80Δ | 1.60 | 287.0% | 1.8% | 2.73 | 583.3% | 2.5% |