Share price$15.54
1D+0.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:32.731Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:03.651913834Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:19.686031+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.04 | 585.7% | 44.3% | 14.46 | 152.6% | 7.7% |
| 25Δ | 21.42 | 542.5% | 40.5% | 15.56 | 31.0% | 0.4% |
| 30Δ | 20.80 | 499.4% | 36.6% | 16.65 | -90.7% | 6.8% |
| 35Δ | 20.18 | 456.3% | 32.8% | 17.75 | -212.3% | 14.1% |
| 40Δ | 19.56 | 413.1% | 29.0% | 18.85 | -333.9% | 21.2% |
| 45Δ | 18.94 | 370.0% | 25.1% | 19.94 | -455.6% | 28.3% |
| 50Δ | 18.32 | 326.9% | 21.3% | 21.04 | -577.2% | 35.4% |
| 55Δ | 17.70 | 283.8% | 17.4% | 22.14 | -698.9% | 42.4% |
| 60Δ | 17.08 | 240.6% | 13.6% | 23.23 | -820.5% | 49.5% |
| 65Δ | 16.46 | 197.5% | 9.7% | 24.33 | -942.1% | 56.5% |
| 70Δ | 15.84 | 154.4% | 5.9% | 25.43 | -1063.8% | 63.6% |
| 75Δ | 15.22 | 111.2% | 2.1% | 26.53 | -1185.4% | 70.7% |
| 80Δ | 14.41 | 153.8% | 0.7% | 27.62 | -1307.0% | 77.7% |