Share price$0.77
1D-0.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:33:44.670Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:29:52.736925276Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:43.400180+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.08 | 597.1% | 43.6% | 0.62 | 800.0% | 34.2% |
| 25Δ | 0.91 | 512.5% | 20.9% | 0.68 | 800.0% | 32.0% |
| 30Δ | 0.73 | 427.9% | 1.7% | 0.74 | 800.0% | 29.8% |
| 35Δ | 0.56 | 343.4% | 24.4% | 0.80 | 800.0% | 27.6% |
| 40Δ | 0.38 | 258.8% | 47.1% | 0.86 | 800.0% | 25.4% |
| 45Δ | 0.21 | 174.2% | 69.8% | 0.92 | 800.0% | 23.2% |
| 50Δ | 0.03 | 89.6% | 92.4% | 0.98 | 800.0% | 21.0% |
| 55Δ | -0.14 | 5.1% | 115.1% | 1.05 | 800.0% | 18.8% |
| 60Δ | -0.32 | -79.5% | 137.8% | 1.11 | 800.0% | 16.6% |
| 65Δ | -0.49 | -164.1% | 160.5% | 1.17 | 800.0% | 14.4% |
| 70Δ | -0.67 | -248.7% | 183.1% | 1.23 | 800.0% | 12.3% |
| 75Δ | -0.84 | -333.2% | 205.8% | 1.29 | 800.0% | 10.1% |
| 80Δ | -1.01 | -417.8% | 228.5% | 1.35 | 800.0% | 7.9% |