Share price$1.86
1D-4.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:18:53.785Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T00:00:00.089167093Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:53.281952+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.60 | 160.8% | 98.2% | 1.43 | 132.3% | 28.8% |
| 25Δ | 3.34 | 153.9% | 85.2% | 1.55 | 113.0% | 23.0% |
| 30Δ | 3.07 | 147.1% | 72.1% | 1.63 | 109.8% | 20.4% |
| 35Δ | 2.81 | 140.2% | 59.1% | 1.71 | 106.6% | 17.9% |
| 40Δ | 2.54 | 133.3% | 46.1% | 1.79 | 103.3% | 15.4% |
| 45Δ | 2.27 | 126.5% | 33.1% | 1.87 | 100.1% | 12.8% |
| 50Δ | 2.01 | 119.6% | 20.1% | 1.95 | 96.9% | 10.3% |
| 55Δ | 1.91 | 122.2% | 17.4% | 2.05 | 95.1% | 8.2% |
| 60Δ | 1.81 | 125.1% | 15.1% | 2.18 | 96.2% | 7.1% |
| 65Δ | 1.72 | 128.0% | 12.9% | 2.31 | 97.2% | 6.1% |
| 70Δ | 1.63 | 130.9% | 10.6% | 2.45 | 98.2% | 5.0% |
| 75Δ | 1.53 | 133.7% | 8.3% | 2.58 | 99.2% | 3.9% |
| 80Δ | 1.40 | 140.2% | 6.4% | 2.72 | 100.3% | 2.8% |