Share price$3.25
1D-1.5%
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 2026-10-15T20:03:09.625Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:00.473202758Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:23.228210+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.60 | 507.2% | 46.2% | 2.50 | 381.8% | 23.8% |
| 25Δ | 4.45 | 504.2% | 43.0% | 2.50 | 381.8% | 23.8% |
| 30Δ | 4.30 | 501.2% | 39.7% | 2.50 | 381.8% | 23.8% |
| 35Δ | 4.14 | 498.2% | 36.4% | 2.50 | 381.8% | 23.8% |
| 40Δ | 3.99 | 495.2% | 33.2% | 2.50 | 381.8% | 23.8% |
| 45Δ | 3.84 | 492.3% | 29.9% | 2.50 | 381.8% | 23.8% |
| 50Δ | 3.68 | 489.3% | 26.6% | 2.50 | 381.8% | 23.8% |
| 55Δ | 3.53 | 486.3% | 23.4% | 2.50 | 381.8% | 23.8% |
| 60Δ | 3.37 | 483.3% | 20.1% | 2.50 | 381.8% | 23.8% |
| 65Δ | 3.22 | 480.3% | 16.9% | 2.50 | 381.8% | 23.8% |
| 70Δ | 3.07 | 477.3% | 13.6% | 2.50 | 381.8% | 23.8% |
| 75Δ | 2.91 | 474.3% | 10.3% | 2.50 | 381.8% | 23.8% |
| 80Δ | 2.76 | 471.4% | 7.1% | 2.50 | 381.8% | 23.8% |