Share price$12.62
1D+11.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:05:56.103Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:05:54.811291773Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:23.975759+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.51 | 612.7% | 49.8% | 12.07 | 101.0% | 5.0% |
| 25Δ | 15.14 | 294.8% | 21.7% | 12.17 | 99.9% | 4.4% |
| 30Δ | 12.97 | 93.0% | 3.7% | 12.27 | 98.7% | 3.8% |
| 35Δ | 12.89 | 92.7% | 3.3% | 12.37 | 97.6% | 3.2% |
| 40Δ | 12.81 | 92.3% | 2.9% | 12.47 | 96.4% | 2.7% |
| 45Δ | 12.73 | 91.9% | 2.5% | 12.56 | 96.2% | 2.3% |
| 50Δ | 12.65 | 91.5% | 2.1% | 12.65 | 96.4% | 2.0% |
| 55Δ | 12.57 | 91.1% | 1.8% | 12.73 | 96.6% | 1.8% |
| 60Δ | 12.48 | 90.9% | 1.4% | 12.82 | 96.7% | 1.5% |
| 65Δ | 12.39 | 92.0% | 1.2% | 12.90 | 96.9% | 1.2% |
| 70Δ | 12.29 | 93.1% | 1.0% | 12.98 | 97.1% | 0.9% |
| 75Δ | 12.19 | 94.2% | 0.8% | 15.15 | 368.8% | 2.2% |
| 80Δ | 12.09 | 95.3% | 0.6% | 17.53 | 625.6% | 3.2% |