Share price$3.47
1D+6.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T21:02:29.908Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:53:35.733361531Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:29.171083+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.85 | 173.8% | 11.8% | 3.16 | 145.3% | 10.0% |
| 25Δ | 3.78 | 160.8% | 10.0% | 3.20 | 138.4% | 8.8% |
| 30Δ | 3.71 | 147.7% | 8.2% | 3.25 | 131.4% | 7.6% |
| 35Δ | 3.64 | 134.7% | 6.4% | 3.30 | 124.5% | 6.4% |
| 40Δ | 3.58 | 121.6% | 4.6% | 3.35 | 117.6% | 5.2% |
| 45Δ | 3.51 | 108.6% | 2.8% | 3.40 | 110.7% | 4.1% |
| 50Δ | 3.40 | 144.8% | 2.5% | 3.45 | 103.7% | 2.9% |
| 55Δ | 3.30 | 185.7% | 2.3% | 3.50 | 96.8% | 1.7% |
| 60Δ | 3.19 | 226.5% | 2.2% | 3.68 | 172.7% | 1.8% |
| 65Δ | 3.08 | 267.4% | 2.0% | 3.88 | 254.7% | 2.0% |
| 70Δ | 2.98 | 308.2% | 1.8% | 4.08 | 336.7% | 2.1% |
| 75Δ | 2.87 | 349.1% | 1.6% | 4.28 | 418.6% | 2.3% |
| 80Δ | 2.76 | 389.9% | 1.4% | 4.48 | 500.6% | 2.5% |