Share price$3.13
1D-11.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T22:44:45.163Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:30:00.00491401Z
FundamentalsAlpha Vantage · quarter 2026-03-31 · fetched 2026-10-16T22:44:44.723735+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.91 | 359.3% | 384.3% | |||
| 25Δ | 8.64 | 278.4% | 185.1% | 2.51 | 206.4% | 33.7% |
| 30Δ | 14.96 | 403.7% | 392.3% | 3.01 | 227.1% | 31.4% |
| 35Δ | 16.30 | 470.4% | 439.1% | 3.50 | 247.8% | 29.2% |
| 40Δ | 8.59 | 366.9% | 193.4% | 4.00 | 268.5% | 27.0% |
| 45Δ | 5.82 | 303.0% | 105.6% | 4.49 | 289.3% | 24.8% |
| 50Δ | 4.70 | 271.1% | 71.4% | 4.99 | 310.0% | 22.6% |
| 55Δ | 4.27 | 252.5% | 59.6% | 5.49 | 300.6% | 19.6% |
| 60Δ | 3.84 | 234.0% | 47.7% | 5.99 | 290.5% | 16.5% |
| 65Δ | 3.41 | 215.4% | 35.9% | 6.48 | 280.4% | 13.5% |
| 70Δ | 2.98 | 196.9% | 24.1% | 6.98 | 270.3% | 10.5% |
| 75Δ | 2.55 | 178.3% | 12.3% | 7.48 | 260.2% | 7.5% |
| 80Δ | 19.42 | 400.7% | 5.9% | |||