Share price$2.33
1D+19.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:34:00.993Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:33:47.308323896Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:00.381979+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.56 | 179.8% | 10.9% | 2.23 | 310.0% | 12.4% |
| 25Δ | 2.42 | 151.9% | 5.3% | 2.31 | 351.7% | 11.8% |
| 30Δ | 2.29 | 123.9% | 0.4% | 2.39 | 393.5% | 11.1% |
| 35Δ | 2.15 | 95.9% | 6.1% | 2.47 | 435.3% | 10.5% |
| 40Δ | 2.01 | 68.0% | 11.7% | 2.55 | 477.0% | 9.9% |
| 45Δ | 1.87 | 40.0% | 17.4% | 2.62 | 518.8% | 9.2% |
| 50Δ | 1.74 | 12.0% | 23.1% | 2.70 | 560.6% | 8.6% |
| 55Δ | 1.60 | -15.9% | 28.7% | 2.78 | 602.3% | 8.0% |
| 60Δ | 1.46 | -43.9% | 34.4% | 2.86 | 644.1% | 7.3% |
| 65Δ | 1.32 | -71.9% | 40.1% | 2.94 | 685.9% | 6.7% |
| 70Δ | 1.19 | -99.8% | 45.7% | 2.91 | 623.2% | 5.3% |
| 75Δ | 1.05 | -127.8% | 51.4% | 2.62 | 264.7% | 5.3% |
| 80Δ | 0.91 | -155.7% | 57.1% | 3.61 | 800.0% | 32.4% |