Share price$2.24
1D+7.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:27.455Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:02.660463006Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:26.929949+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.36 | 178.4% | 10.2% | 2.03 | 236.1% | 11.2% |
| 25Δ | 2.30 | 193.5% | 9.5% | 2.07 | 237.5% | 10.4% |
| 30Δ | 2.25 | 208.5% | 8.9% | 2.11 | 238.8% | 9.5% |
| 35Δ | 2.19 | 223.6% | 8.3% | 2.15 | 240.2% | 8.7% |
| 40Δ | 2.14 | 238.7% | 7.6% | 2.19 | 241.6% | 7.9% |
| 45Δ | 2.08 | 253.8% | 7.0% | 2.23 | 243.0% | 7.0% |
| 50Δ | 2.03 | 268.9% | 6.3% | 2.27 | 244.3% | 6.2% |
| 55Δ | 1.97 | 284.0% | 5.7% | 2.31 | 245.7% | 5.4% |
| 60Δ | 1.92 | 299.1% | 5.0% | 2.36 | 247.1% | 4.5% |
| 65Δ | 1.86 | 314.2% | 4.4% | 2.40 | 248.4% | 3.7% |
| 70Δ | 1.80 | 329.3% | 3.8% | 2.44 | 249.8% | 2.9% |
| 75Δ | 1.75 | 344.4% | 3.1% | 2.48 | 251.2% | 2.0% |
| 80Δ | 1.69 | 359.4% | 2.5% | 2.74 | 352.0% | 1.7% |