Share price$12.79
1D+9.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-15T20:33:49.847Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:32:57.381856058Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.44 | 105.4% | 5.7% | 10.14 | 467.4% | 25.0% |
| 25Δ | 13.32 | 103.1% | 4.9% | 11.11 | 316.4% | 16.1% |
| 30Δ | 13.20 | 100.8% | 4.2% | 12.08 | 165.3% | 7.2% |
| 35Δ | 13.08 | 98.6% | 3.5% | 12.55 | 99.8% | 3.2% |
| 40Δ | 12.97 | 97.7% | 2.9% | 12.63 | 98.3% | 2.8% |
| 45Δ | 12.88 | 100.1% | 2.6% | 12.71 | 96.8% | 2.5% |
| 50Δ | 12.79 | 102.5% | 2.3% | 12.80 | 95.3% | 2.1% |
| 55Δ | 12.71 | 104.9% | 2.0% | 12.88 | 93.8% | 1.7% |
| 60Δ | 12.62 | 107.3% | 1.7% | 12.96 | 92.3% | 1.4% |
| 65Δ | 12.53 | 109.7% | 1.4% | 13.78 | 187.8% | 1.6% |
| 70Δ | 12.42 | 110.4% | 1.2% | 15.22 | 365.2% | 2.4% |
| 75Δ | 12.29 | 110.4% | 0.9% | 16.65 | 542.6% | 3.2% |
| 80Δ | 12.17 | 110.5% | 0.7% | 16.17 | 455.4% | 2.3% |