Share price$9.50
1D+2.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:18:46.860Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:56:34.309993046Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:45.992432+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.62 | 64.9% | 24.4% | 8.24 | 60.8% | 15.8% |
| 25Δ | 11.19 | 64.4% | 20.5% | 8.50 | 60.8% | 13.8% |
| 30Δ | 10.84 | 64.2% | 17.6% | 8.77 | 60.8% | 11.9% |
| 35Δ | 10.56 | 64.4% | 15.5% | 9.03 | 60.8% | 10.1% |
| 40Δ | 10.28 | 64.5% | 13.4% | 9.26 | 61.0% | 8.9% |
| 45Δ | 9.99 | 64.7% | 11.3% | 9.50 | 61.2% | 7.8% |
| 50Δ | 9.75 | 64.6% | 9.9% | 9.73 | 61.4% | 6.6% |
| 55Δ | 9.50 | 64.6% | 8.5% | 9.96 | 61.6% | 5.5% |
| 60Δ | 9.25 | 64.5% | 7.1% | 10.24 | 61.8% | 4.6% |
| 65Δ | 9.01 | 64.5% | 5.7% | 10.52 | 62.0% | 3.8% |
| 70Δ | 8.73 | 64.6% | 4.8% | 10.80 | 62.2% | 3.0% |
| 75Δ | 8.46 | 64.7% | 3.9% | 11.13 | 62.7% | 2.2% |
| 80Δ | 8.18 | 64.8% | 2.9% | 11.58 | 63.8% | 1.6% |