Share price$13.70
1D+6.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:01:51.597Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:01:04.529736716Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:55:38.560641+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.21 | 72.5% | 4.2% | 10.73 | 575.5% | 27.3% |
| 25Δ | 14.10 | 72.9% | 3.5% | 11.74 | 391.1% | 18.2% |
| 30Δ | 13.99 | 73.0% | 2.8% | 12.75 | 206.8% | 9.1% |
| 35Δ | 13.93 | 71.8% | 2.6% | 13.54 | 75.3% | 2.3% |
| 40Δ | 13.86 | 70.6% | 2.3% | 13.68 | 94.5% | 2.3% |
| 45Δ | 13.80 | 69.4% | 2.0% | 13.83 | 113.6% | 2.2% |
| 50Δ | 13.73 | 68.2% | 1.7% | 13.97 | 132.7% | 2.2% |
| 55Δ | 13.67 | 67.0% | 1.4% | 14.11 | 151.9% | 2.1% |
| 60Δ | 13.60 | 65.9% | 1.2% | 14.26 | 171.0% | 2.1% |
| 65Δ | 13.53 | 64.7% | 0.9% | 14.40 | 190.1% | 2.1% |
| 70Δ | 13.15 | 108.4% | 0.8% | 17.04 | 560.5% | 4.6% |
| 75Δ | 12.39 | 204.0% | 0.9% | 14.36 | 121.8% | 0.9% |
| 80Δ | 11.63 | 299.6% | 1.0% | 18.60 | 565.3% | 4.6% |