Share price$9.57
1D+2.9%
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 2026-10-15T20:04:36.239Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:04:16.172718716Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:55.782453+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.93 | 74.1% | 4.3% | 7.24 | 620.3% | 27.6% |
| 25Δ | 9.87 | 73.2% | 3.9% | 7.76 | 494.5% | 21.7% |
| 30Δ | 9.82 | 72.4% | 3.4% | 8.27 | 368.7% | 15.8% |
| 35Δ | 9.76 | 71.5% | 3.0% | 8.79 | 242.9% | 9.9% |
| 40Δ | 9.70 | 70.7% | 2.6% | 9.31 | 117.2% | 4.0% |
| 45Δ | 9.65 | 69.8% | 2.2% | 9.95 | 129.7% | 2.0% |
| 50Δ | 9.59 | 69.0% | 1.8% | 10.65 | 223.6% | 2.3% |
| 55Δ | 9.54 | 68.1% | 1.4% | 11.36 | 317.4% | 2.6% |
| 60Δ | 9.48 | 68.5% | 1.1% | 12.07 | 411.2% | 2.9% |
| 65Δ | 9.40 | 71.8% | 0.9% | 12.78 | 505.0% | 3.2% |
| 70Δ | 9.32 | 75.1% | 0.8% | 13.48 | 598.8% | 3.5% |
| 75Δ | 9.25 | 78.3% | 0.6% | 14.19 | 692.7% | 3.7% |
| 80Δ | 9.17 | 81.6% | 0.5% | 14.90 | 786.5% | 4.0% |