Share price$8.02
1D+2.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:38.248Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:00.199108286Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:26.955702+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.46 | 800.0% | 85.3% | 6.17 | 591.6% | 41.0% |
| 25Δ | 11.76 | 800.0% | 76.5% | 6.70 | 496.6% | 28.9% |
| 30Δ | 11.05 | 800.0% | 67.7% | 7.24 | 401.6% | 16.8% |
| 35Δ | 10.35 | 800.0% | 59.0% | 7.63 | 358.7% | 10.4% |
| 40Δ | 9.77 | 800.0% | 51.3% | 7.89 | 366.3% | 9.5% |
| 45Δ | 9.30 | 800.0% | 44.6% | 8.15 | 373.9% | 8.6% |
| 50Δ | 8.84 | 800.0% | 38.0% | 8.41 | 381.5% | 7.7% |
| 55Δ | 8.37 | 800.0% | 31.3% | 8.66 | 389.1% | 6.8% |
| 60Δ | 7.91 | 800.0% | 24.6% | 8.92 | 396.6% | 5.9% |
| 65Δ | 7.44 | 800.0% | 18.4% | 9.18 | 404.2% | 5.0% |
| 70Δ | 6.97 | 800.0% | 15.3% | 9.44 | 411.8% | 4.1% |
| 75Δ | 6.50 | 800.0% | 12.2% | 9.70 | 419.4% | 3.2% |
| 80Δ | 6.03 | 800.0% | 9.1% | 9.96 | 427.0% | 2.3% |