Share price$6.89
1D+11.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:18:26.332Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:57:41.813419254Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:25.484207+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.66 | 72.3% | 28.0% | 5.84 | 71.9% | 18.0% |
| 25Δ | 8.29 | 70.8% | 23.3% | 6.13 | 67.3% | 14.8% |
| 30Δ | 7.95 | 69.5% | 19.2% | 6.32 | 67.8% | 13.3% |
| 35Δ | 7.74 | 68.8% | 16.9% | 6.51 | 68.3% | 11.7% |
| 40Δ | 7.52 | 68.1% | 14.7% | 6.70 | 68.8% | 10.2% |
| 45Δ | 7.30 | 67.4% | 12.4% | 6.89 | 69.2% | 8.6% |
| 50Δ | 7.08 | 66.7% | 10.2% | 7.14 | 73.4% | 7.5% |
| 55Δ | 6.91 | 64.4% | 8.6% | 7.48 | 82.4% | 7.0% |
| 60Δ | 6.76 | 61.2% | 7.5% | 7.81 | 91.4% | 6.5% |
| 65Δ | 6.62 | 58.0% | 6.3% | 8.32 | 104.1% | 6.0% |
| 70Δ | 6.47 | 54.8% | 5.1% | 21.57 | 340.9% | 11.4% |
| 75Δ | 6.33 | 51.6% | 4.0% | 20.95 | 306.2% | 8.2% |
| 80Δ | 6.18 | 48.4% | 2.8% | 20.50 | 268.9% | 5.3% |