Share price$6.85
1D+11.4%
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 dataready · fetched 2026-10-15T20:37:19.497Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:35:25.407319316Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:18.797596+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.39 | 628.9% | 60.2% | 6.55 | 104.5% | 5.2% |
| 25Δ | 9.33 | 465.6% | 42.5% | 6.61 | 107.6% | 4.8% |
| 30Δ | 8.28 | 302.3% | 24.8% | 6.66 | 110.6% | 4.4% |
| 35Δ | 7.22 | 139.1% | 7.1% | 6.71 | 113.6% | 3.9% |
| 40Δ | 6.81 | 157.5% | 3.9% | 6.77 | 116.7% | 3.5% |
| 45Δ | 6.58 | 223.1% | 4.4% | 6.82 | 119.7% | 3.1% |
| 50Δ | 6.34 | 288.8% | 4.8% | 6.88 | 122.8% | 2.7% |
| 55Δ | 6.10 | 354.4% | 5.3% | 6.93 | 125.8% | 2.3% |
| 60Δ | 5.87 | 420.0% | 5.8% | 6.99 | 128.9% | 1.9% |
| 65Δ | 5.63 | 485.6% | 6.3% | 7.19 | 186.2% | 2.0% |
| 70Δ | 5.40 | 551.2% | 6.8% | 7.44 | 257.3% | 2.3% |
| 75Δ | 5.16 | 616.8% | 7.3% | 8.69 | 560.6% | 5.0% |
| 80Δ | 4.92 | 682.4% | 7.8% | 10.18 | 738.8% | 10.6% |