Share price$4.03
1D-4.9%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-16T21:50:26.725Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T21:48:15.484782136Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.13 | 286.7% | 56.3% | |||
| 25Δ | 7.27 | 436.5% | 87.3% | 3.60 | 132.3% | 13.7% |
| 30Δ | 4.44 | 112.1% | 13.0% | 3.70 | 125.8% | 11.8% |
| 35Δ | 4.35 | 110.8% | 11.5% | 3.80 | 119.4% | 9.9% |
| 40Δ | 4.27 | 109.4% | 10.0% | 3.90 | 112.9% | 8.0% |
| 45Δ | 4.18 | 108.0% | 8.5% | 4.06 | 120.7% | 6.6% |
| 50Δ | 4.09 | 106.7% | 7.0% | 6.20 | 625.3% | 20.8% |
| 55Δ | 4.00 | 105.3% | 5.5% | 6.86 | 663.8% | 19.6% |
| 60Δ | 3.91 | 107.1% | 4.8% | 8.43 | 717.1% | 17.6% |
| 65Δ | 3.82 | 109.0% | 4.1% | 9.74 | 671.2% | 14.2% |
| 70Δ | 3.74 | 111.0% | 3.4% | 4.55 | 138.0% | 3.2% |
| 75Δ | 3.65 | 112.9% | 2.7% | 4.76 | 147.5% | 2.6% |
| 80Δ | 3.56 | 114.8% | 2.1% | 4.96 | 157.1% | 2.1% |