Share price$3.61
1D+14.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:02:37.396Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:31.474387113Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:03.837339+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.81 | 774.3% | 68.7% | 3.19 | 307.0% | 15.1% |
| 25Δ | 5.60 | 744.3% | 63.5% | 3.28 | 317.6% | 13.9% |
| 30Δ | 5.38 | 714.3% | 58.3% | 3.37 | 328.1% | 12.7% |
| 35Δ | 5.16 | 684.2% | 53.2% | 3.46 | 338.7% | 11.5% |
| 40Δ | 4.94 | 654.2% | 48.0% | 3.55 | 349.2% | 10.3% |
| 45Δ | 4.72 | 624.1% | 42.8% | 3.64 | 359.7% | 9.1% |
| 50Δ | 4.51 | 594.1% | 37.6% | 3.73 | 370.3% | 8.0% |
| 55Δ | 4.29 | 564.1% | 32.4% | 3.82 | 380.8% | 6.8% |
| 60Δ | 4.07 | 534.0% | 27.2% | 3.91 | 391.4% | 5.6% |
| 65Δ | 3.85 | 504.0% | 22.1% | 4.01 | 402.9% | 4.4% |
| 70Δ | 3.63 | 474.0% | 16.9% | 4.42 | 462.9% | 3.8% |
| 75Δ | 3.42 | 443.9% | 11.7% | 4.84 | 522.9% | 3.3% |
| 80Δ | 3.20 | 413.9% | 6.5% | 5.25 | 582.9% | 2.7% |