Share price$7.70
1D-2.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T22:47:02.271Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T20:00:00.821051784Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:47:01.817703+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.09 | 190.5% | 101.2% | 5.44 | 193.1% | 37.9% |
| 25Δ | 15.99 | 230.3% | 115.9% | 5.97 | 174.8% | 32.2% |
| 30Δ | 16.89 | 270.1% | 130.5% | 6.50 | 156.5% | 26.5% |
| 35Δ | 21.10 | 331.6% | 189.2% | 7.04 | 138.2% | 20.8% |
| 40Δ | 32.46 | 440.0% | 342.8% | |||
| 45Δ | 43.82 | 548.4% | 496.4% | |||
| 50Δ | 29.09 | 526.6% | 308.3% | |||
| 55Δ | 15.04 | 404.0% | 125.8% | |||
| 60Δ | 9.29 | 234.5% | 44.7% | |||
| 65Δ | 7.03 | 179.0% | 16.7% | |||
| 70Δ | 6.24 | 215.3% | 14.8% | |||
| 75Δ | 5.46 | 251.7% | 12.9% | |||
| 80Δ | 4.67 | 288.0% | 11.1% | |||