Share price$12.74
1D+9.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:17:05.127Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:59:16.972640815Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:04.252349+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.77 | 87.6% | 34.3% | 10.58 | 83.9% | 20.3% |
| 25Δ | 15.97 | 87.0% | 28.9% | 11.10 | 82.3% | 17.3% |
| 30Δ | 15.34 | 86.8% | 24.9% | 11.54 | 81.3% | 15.1% |
| 35Δ | 14.75 | 86.5% | 21.4% | 11.98 | 80.4% | 12.9% |
| 40Δ | 14.22 | 86.2% | 18.3% | 12.39 | 80.8% | 11.3% |
| 45Δ | 13.73 | 85.9% | 15.7% | 12.80 | 81.2% | 9.8% |
| 50Δ | 13.27 | 85.7% | 13.4% | 13.21 | 80.9% | 8.4% |
| 55Δ | 12.82 | 85.9% | 11.3% | 13.63 | 79.9% | 7.1% |
| 60Δ | 12.38 | 86.8% | 9.6% | 14.06 | 79.5% | 5.8% |
| 65Δ | 11.94 | 87.8% | 8.0% | 14.72 | 85.2% | 5.0% |
| 70Δ | 11.47 | 89.3% | 6.6% | 15.26 | 85.3% | 4.1% |
| 75Δ | 10.99 | 90.7% | 5.3% | 15.71 | 81.5% | 3.0% |
| 80Δ | 10.46 | 90.6% | 4.0% | 19.75 | 121.1% | 2.8% |