Share price$3.64
1D+15.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:33:25.290Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:32:14.326139529Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:24.007935+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.83 | 773.1% | 67.7% | 3.21 | 324.8% | 15.6% |
| 25Δ | 5.62 | 740.7% | 62.9% | 3.30 | 337.6% | 14.3% |
| 30Δ | 5.42 | 708.3% | 58.0% | 3.39 | 350.5% | 13.1% |
| 35Δ | 5.22 | 676.0% | 53.2% | 3.49 | 363.4% | 11.9% |
| 40Δ | 5.01 | 643.6% | 48.4% | 3.58 | 376.2% | 10.7% |
| 45Δ | 4.81 | 611.3% | 43.5% | 3.68 | 389.1% | 9.4% |
| 50Δ | 4.60 | 578.9% | 38.7% | 3.77 | 402.0% | 8.2% |
| 55Δ | 4.40 | 546.5% | 33.9% | 3.87 | 414.8% | 7.0% |
| 60Δ | 4.19 | 514.2% | 29.1% | 3.96 | 427.7% | 5.7% |
| 65Δ | 3.99 | 481.8% | 24.2% | 4.25 | 474.0% | 4.9% |
| 70Δ | 3.78 | 449.5% | 19.4% | 4.67 | 544.6% | 4.3% |
| 75Δ | 3.58 | 417.1% | 14.6% | 5.10 | 615.2% | 3.7% |
| 80Δ | 3.37 | 384.7% | 9.8% | 5.52 | 685.9% | 3.1% |