Share price$2.30
1D+18.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:04:09.117Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:59:43.847915414Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:08.455186+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.77 | 140.7% | 67.9% | 1.73 | 114.3% | 29.0% |
| 25Δ | 3.45 | 134.3% | 55.1% | 1.95 | 97.3% | 20.5% |
| 30Δ | 3.13 | 128.0% | 42.3% | 3.50 | 164.4% | 20.3% |
| 35Δ | 2.92 | 125.1% | 35.0% | 5.47 | 258.0% | 22.6% |
| 40Δ | 2.80 | 124.6% | 31.4% | 7.44 | 351.7% | 25.0% |
| 45Δ | 2.67 | 124.0% | 27.8% | 9.42 | 445.4% | 27.3% |
| 50Δ | 2.54 | 123.5% | 24.2% | 11.39 | 539.0% | 29.7% |
| 55Δ | 2.42 | 122.9% | 20.6% | 11.36 | 532.1% | 27.0% |
| 60Δ | 2.29 | 122.3% | 17.0% | 10.51 | 481.1% | 21.3% |
| 65Δ | 2.16 | 121.8% | 13.4% | 9.26 | 420.7% | 15.8% |
| 70Δ | 2.04 | 121.2% | 9.8% | 7.27 | 342.9% | 11.5% |
| 75Δ | 1.84 | 140.9% | 7.8% | 3.55 | 131.1% | 4.2% |
| 80Δ | 1.61 | 169.2% | 6.6% | 7.80 | 274.8% | 5.2% |