Share price$8.43
1D+4.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:37:09.679Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:36:57.603313275Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:09.321267+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.90 | 109.4% | 6.3% | 7.93 | 138.2% | 6.7% |
| 25Δ | 8.82 | 106.4% | 5.5% | 8.05 | 138.4% | 5.7% |
| 30Δ | 8.74 | 103.4% | 4.7% | 8.13 | 140.4% | 5.2% |
| 35Δ | 8.66 | 100.3% | 3.9% | 8.21 | 142.4% | 4.7% |
| 40Δ | 8.57 | 97.3% | 3.1% | 8.29 | 144.4% | 4.1% |
| 45Δ | 8.49 | 94.3% | 2.3% | 8.38 | 146.4% | 3.6% |
| 50Δ | 8.41 | 91.3% | 1.6% | 8.46 | 148.4% | 3.0% |
| 55Δ | 8.33 | 88.3% | 0.8% | 8.56 | 155.1% | 2.6% |
| 60Δ | 8.24 | 85.2% | 0.0% | 8.69 | 166.8% | 2.3% |
| 65Δ | 8.16 | 82.2% | 0.8% | 8.82 | 178.6% | 2.1% |
| 70Δ | 8.08 | 79.2% | 1.6% | 8.94 | 190.3% | 1.8% |
| 75Δ | 8.00 | 76.2% | 2.4% | 9.18 | 216.7% | 1.6% |
| 80Δ | 7.91 | 73.2% | 3.1% | 9.50 | 254.1% | 1.4% |