Share price$9.57
1D+3.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:35:54.237Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:35:29.966171542Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:53.679885+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.93 | 73.3% | 4.2% | 7.27 | 614.0% | 27.3% |
| 25Δ | 9.87 | 72.4% | 3.8% | 7.79 | 487.3% | 21.4% |
| 30Δ | 9.82 | 71.5% | 3.4% | 8.31 | 360.6% | 15.4% |
| 35Δ | 9.76 | 70.5% | 3.0% | 8.83 | 233.9% | 9.5% |
| 40Δ | 9.71 | 69.6% | 2.6% | 9.35 | 107.2% | 3.5% |
| 45Δ | 9.66 | 68.7% | 2.2% | 10.00 | 137.8% | 2.1% |
| 50Δ | 9.60 | 67.7% | 1.8% | 10.69 | 229.6% | 2.4% |
| 55Δ | 9.55 | 66.8% | 1.4% | 11.39 | 321.3% | 2.7% |
| 60Δ | 9.49 | 66.4% | 1.0% | 12.08 | 413.1% | 2.9% |
| 65Δ | 9.41 | 68.9% | 0.9% | 12.77 | 504.9% | 3.2% |
| 70Δ | 9.34 | 71.4% | 0.8% | 13.46 | 596.7% | 3.5% |
| 75Δ | 9.26 | 73.9% | 0.6% | 14.16 | 688.5% | 3.8% |
| 80Δ | 9.19 | 76.4% | 0.5% | 14.85 | 780.3% | 4.1% |