Share price$18.52
1D+4.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:04:34.977Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:00.504835296Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:01.672445+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.05 | 68.5% | 1.9% | 17.49 | 134.6% | 6.3% |
| 25Δ | 16.70 | 29.3% | 9.0% | 17.71 | 136.6% | 5.8% |
| 30Δ | 15.36 | -10.0% | 16.1% | 17.91 | 139.1% | 5.4% |
| 35Δ | 14.02 | -49.3% | 23.3% | 18.12 | 141.6% | 5.0% |
| 40Δ | 12.67 | -88.6% | 30.4% | 18.33 | 144.1% | 4.5% |
| 45Δ | 11.33 | -127.9% | 37.5% | 18.54 | 146.6% | 4.1% |
| 50Δ | 9.99 | -167.2% | 44.6% | 18.74 | 149.1% | 3.6% |
| 55Δ | 8.64 | -206.5% | 51.7% | 18.95 | 151.6% | 3.2% |
| 60Δ | 7.30 | -245.8% | 58.8% | 19.16 | 154.1% | 2.7% |
| 65Δ | 5.96 | -285.0% | 65.9% | 19.36 | 156.6% | 2.3% |
| 70Δ | 4.61 | -324.3% | 73.0% | 19.57 | 159.1% | 1.8% |
| 75Δ | 3.27 | -363.6% | 80.1% | 19.78 | 161.6% | 1.4% |
| 80Δ | 1.93 | -402.9% | 87.2% | 19.99 | 164.1% | 0.9% |