Share price$16.22
1D+4.7%
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 2026-10-15T21:11:36.779Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:45:16.285495936Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:11:32.302982+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.26 | 171.5% | 7.7% | |||
| 25Δ | 15.52 | 190.0% | 7.2% | |||
| 30Δ | 15.77 | 208.5% | 6.8% | |||
| 35Δ | 16.02 | 227.1% | 6.3% | |||
| 40Δ | 16.28 | 245.6% | 5.9% | |||
| 45Δ | 16.53 | 264.2% | 5.5% | |||
| 50Δ | 16.79 | 282.7% | 5.0% | |||
| 55Δ | 17.04 | 301.3% | 4.6% | |||
| 60Δ | 17.29 | 319.8% | 4.2% | |||
| 65Δ | 17.72 | 350.7% | 3.8% | |||
| 70Δ | 18.88 | 434.4% | 3.6% | |||
| 75Δ | 20.10 | 519.8% | 3.5% | |||
| 80Δ | 22.65 | 649.1% | 3.2% | |||