Share price$15.95
1D+4.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:17:01.563Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:19:28.934453513Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:01.003103+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.38 | 61.6% | 23.5% | 13.44 | 71.6% | 18.7% |
| 25Δ | 18.74 | 60.7% | 20.2% | 13.99 | 70.9% | 16.2% |
| 30Δ | 18.11 | 59.7% | 16.9% | 14.54 | 70.2% | 13.7% |
| 35Δ | 17.49 | 58.7% | 13.6% | 15.08 | 69.8% | 11.4% |
| 40Δ | 17.11 | 58.0% | 12.2% | 15.56 | 70.9% | 10.2% |
| 45Δ | 16.74 | 57.3% | 10.8% | 16.04 | 72.1% | 9.0% |
| 50Δ | 16.36 | 56.6% | 9.3% | 16.53 | 73.2% | 7.9% |
| 55Δ | 15.98 | 55.9% | 7.9% | 17.01 | 74.3% | 6.7% |
| 60Δ | 15.61 | 55.2% | 6.5% | 17.49 | 75.5% | 5.5% |
| 65Δ | 15.23 | 54.5% | 5.1% | 18.27 | 78.2% | 4.7% |
| 70Δ | 19.06 | 81.1% | 3.8% | |||
| 75Δ | 19.84 | 83.9% | 3.0% | |||
| 80Δ | 21.42 | 91.9% | 2.3% | |||