Share price$0.75
1D-8.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T22:43:25.938Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:21:30.062962687Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:43:25.371463+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.94 | 565.2% | 166.9% | 0.56 | 613.3% | 45.6% |
| 25Δ | 0.98 | 225.8% | 35.9% | 0.78 | 629.9% | 42.9% |
| 30Δ | 0.94 | 223.4% | 33.4% | 1.00 | 646.4% | 40.3% |
| 35Δ | 0.91 | 220.9% | 30.9% | 1.21 | 663.0% | 37.7% |
| 40Δ | 0.88 | 218.5% | 28.4% | 1.43 | 679.5% | 35.1% |
| 45Δ | 0.84 | 216.1% | 25.8% | 1.64 | 696.1% | 32.5% |
| 50Δ | 0.81 | 213.6% | 23.3% | 1.86 | 712.6% | 29.9% |
| 55Δ | 0.77 | 211.2% | 20.8% | 2.08 | 729.2% | 27.3% |
| 60Δ | 0.74 | 208.7% | 18.3% | 2.29 | 745.8% | 24.7% |
| 65Δ | 0.70 | 206.3% | 15.8% | 2.51 | 762.3% | 22.1% |
| 70Δ | 0.67 | 203.8% | 13.3% | 2.72 | 778.9% | 19.5% |
| 75Δ | 0.64 | 201.4% | 10.7% | 2.94 | 795.4% | 16.8% |
| 80Δ | 0.60 | 198.9% | 8.2% | 3.12 | 759.1% | 12.8% |