Share price$3.23
1D-2.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:03:59.787Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:21:59.100658796Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:03:59.351877+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.17 | 211.2% | 127.6% | |||
| 25Δ | 5.42 | 166.9% | 73.8% | 2.63 | 142.3% | 28.0% |
| 30Δ | 4.83 | 152.9% | 57.2% | 2.81 | 138.1% | 26.0% |
| 35Δ | 4.61 | 148.2% | 52.1% | 2.98 | 134.0% | 23.9% |
| 40Δ | 4.39 | 143.6% | 47.1% | 3.15 | 129.8% | 21.9% |
| 45Δ | 4.17 | 139.0% | 42.1% | 3.33 | 125.6% | 19.8% |
| 50Δ | 3.96 | 134.4% | 37.1% | 3.50 | 121.5% | 17.8% |
| 55Δ | 3.74 | 129.7% | 32.0% | 3.68 | 117.3% | 15.7% |
| 60Δ | 3.52 | 125.1% | 27.0% | 3.85 | 113.1% | 13.7% |
| 65Δ | 3.30 | 120.5% | 22.0% | 4.03 | 109.0% | 11.6% |
| 70Δ | 3.08 | 115.9% | 17.0% | 4.20 | 104.8% | 9.6% |
| 75Δ | 2.86 | 111.2% | 11.9% | 4.37 | 100.7% | 7.5% |
| 80Δ | 2.64 | 106.6% | 6.9% | 4.55 | 96.5% | 5.5% |