Share price$3.47
1D+6.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:16:16.508Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:48:56.375867155Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:16:15.609997+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.74 | 276.0% | 216.3% | 2.72 | 117.4% | 26.8% |
| 25Δ | 6.23 | 152.0% | 84.6% | 2.90 | 116.7% | 23.1% |
| 30Δ | 4.38 | 104.8% | 31.7% | 3.07 | 113.8% | 19.9% |
| 35Δ | 4.19 | 105.2% | 27.5% | 3.22 | 108.4% | 17.0% |
| 40Δ | 4.00 | 105.5% | 23.3% | 3.37 | 103.1% | 14.2% |
| 45Δ | 3.85 | 108.7% | 20.8% | 3.52 | 98.9% | 11.5% |
| 50Δ | 3.70 | 111.8% | 18.4% | 3.70 | 104.6% | 10.4% |
| 55Δ | 3.55 | 115.0% | 16.0% | 3.88 | 110.3% | 9.2% |
| 60Δ | 3.41 | 111.1% | 13.3% | 5.20 | 183.3% | 10.8% |
| 65Δ | 3.28 | 103.4% | 10.6% | 9.37 | 341.1% | 14.4% |
| 70Δ | 3.14 | 95.7% | 7.9% | 10.47 | 328.7% | 11.1% |
| 75Δ | 3.00 | 88.0% | 5.1% | 8.74 | 219.0% | 6.0% |
| 80Δ | 2.56 | 169.9% | 8.1% | 10.71 | 269.6% | 5.3% |