Share price$16.60
1D-2.2%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-16T21:49:31.293Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T21:48:42.673563074Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:30.679442+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.15 | 239.4% | 42.8% | 13.26 | 248.3% | 24.7% |
| 25Δ | 21.63 | 230.0% | 34.4% | 16.07 | 36.2% | 4.0% |
| 30Δ | 20.21 | 193.4% | 25.8% | 16.19 | 35.5% | 3.5% |
| 35Δ | 18.40 | 113.7% | 13.7% | 16.30 | 34.8% | 3.0% |
| 40Δ | 16.96 | 52.9% | 4.2% | 16.42 | 34.1% | 2.5% |
| 45Δ | 16.81 | 55.8% | 3.9% | 16.53 | 33.2% | 2.0% |
| 50Δ | 16.65 | 58.7% | 3.5% | 16.61 | 31.9% | 1.8% |
| 55Δ | 16.49 | 61.6% | 3.1% | 16.69 | 30.6% | 1.5% |
| 60Δ | 16.29 | 64.2% | 2.7% | 16.78 | 29.3% | 1.2% |
| 65Δ | 16.09 | 66.7% | 2.4% | 16.86 | 27.9% | 1.0% |
| 70Δ | 15.53 | 98.1% | 2.7% | 16.94 | 26.6% | 0.7% |
| 75Δ | 14.69 | 152.7% | 3.5% | 17.96 | 72.4% | 1.3% |
| 80Δ | 13.05 | 266.7% | 5.0% | 20.61 | 162.9% | 2.2% |