Share price$2.32
1D+18.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:27.553Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:03:14.433450233Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:29.000692+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.55 | 182.3% | 10.9% | 2.23 | 298.4% | 12.1% |
| 25Δ | 2.48 | 173.0% | 8.5% | 2.31 | 338.4% | 11.5% |
| 30Δ | 2.44 | 173.3% | 7.9% | 2.38 | 378.3% | 10.9% |
| 35Δ | 2.41 | 173.7% | 7.3% | 2.46 | 418.3% | 10.2% |
| 40Δ | 2.38 | 174.1% | 6.7% | 2.54 | 458.3% | 9.6% |
| 45Δ | 2.34 | 174.5% | 6.1% | 2.61 | 498.3% | 9.0% |
| 50Δ | 2.31 | 174.9% | 5.5% | 2.69 | 538.2% | 8.3% |
| 55Δ | 2.27 | 175.3% | 4.9% | 2.77 | 578.2% | 7.7% |
| 60Δ | 2.24 | 175.7% | 4.3% | 2.85 | 618.2% | 7.1% |
| 65Δ | 2.20 | 176.1% | 3.7% | 2.92 | 658.1% | 6.4% |
| 70Δ | 2.17 | 176.5% | 3.2% | 3.00 | 698.4% | 6.0% |
| 75Δ | 2.14 | 176.9% | 2.6% | 3.31 | 761.4% | 22.6% |
| 80Δ | 2.10 | 177.3% | 2.0% | 2.84 | 316.9% | 7.7% |