Share price$2.99
1D-6.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T22:43:12.629Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T20:00:00.524211091Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:43:12.187174+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.12 | 229.3% | 144.6% | |||
| 25Δ | 6.69 | 241.0% | 132.9% | |||
| 30Δ | 6.27 | 252.8% | 121.3% | 2.70 | 192.4% | 29.4% |
| 35Δ | 5.84 | 264.5% | 109.6% | 3.07 | 189.4% | 27.1% |
| 40Δ | 5.42 | 276.3% | 98.0% | 3.43 | 186.4% | 24.8% |
| 45Δ | 5.00 | 287.5% | 86.3% | 3.80 | 183.4% | 22.6% |
| 50Δ | 4.60 | 258.5% | 73.6% | 4.17 | 180.4% | 20.3% |
| 55Δ | 4.21 | 229.4% | 60.9% | 4.53 | 177.4% | 18.0% |
| 60Δ | 3.82 | 200.4% | 48.2% | 4.90 | 174.4% | 15.8% |
| 65Δ | 3.43 | 171.4% | 35.5% | 5.27 | 171.4% | 13.5% |
| 70Δ | 3.04 | 142.3% | 22.8% | 5.63 | 168.4% | 11.2% |
| 75Δ | 2.65 | 113.3% | 10.1% | 6.00 | 165.4% | 9.0% |
| 80Δ | 6.36 | 162.4% | 6.7% | |||