Share price$6.87
1D+11.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:04:49.022Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:04:04.045336802Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:14.365783+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.53 | 649.4% | 62.1% | 6.56 | 108.6% | 5.4% |
| 25Δ | 9.50 | 489.4% | 45.0% | 6.61 | 112.3% | 5.0% |
| 30Δ | 8.47 | 329.4% | 27.8% | 6.67 | 116.0% | 4.5% |
| 35Δ | 7.44 | 169.4% | 10.6% | 6.73 | 119.7% | 4.1% |
| 40Δ | 6.86 | 139.1% | 3.5% | 6.79 | 123.4% | 3.7% |
| 45Δ | 6.62 | 206.7% | 4.0% | 6.84 | 127.1% | 3.2% |
| 50Δ | 6.38 | 274.2% | 4.5% | 6.90 | 130.8% | 2.8% |
| 55Δ | 6.14 | 341.8% | 5.0% | 6.96 | 134.4% | 2.4% |
| 60Δ | 5.90 | 409.4% | 5.5% | 7.05 | 152.7% | 2.1% |
| 65Δ | 5.65 | 477.0% | 6.0% | 7.28 | 219.2% | 2.4% |
| 70Δ | 5.41 | 544.5% | 6.5% | 7.74 | 345.8% | 3.8% |
| 75Δ | 5.17 | 612.1% | 7.0% | 8.63 | 530.0% | 3.6% |
| 80Δ | 4.93 | 679.7% | 7.5% | 9.42 | 600.1% | 5.6% |