Share price$12.60
1D+11.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:41:03.947Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:40:52.373232469Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:40:37.719590+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.14 | 578.8% | 47.0% | 12.06 | 98.7% | 4.9% |
| 25Δ | 14.76 | 261.2% | 18.7% | 12.16 | 97.3% | 4.3% |
| 30Δ | 12.96 | 96.0% | 3.8% | 12.26 | 95.9% | 3.7% |
| 35Δ | 12.88 | 96.0% | 3.4% | 12.36 | 94.5% | 3.2% |
| 40Δ | 12.79 | 95.9% | 3.0% | 12.45 | 93.1% | 2.6% |
| 45Δ | 12.71 | 95.9% | 2.6% | 12.54 | 92.2% | 2.2% |
| 50Δ | 12.62 | 95.9% | 2.2% | 12.62 | 91.8% | 1.9% |
| 55Δ | 12.54 | 95.8% | 1.8% | 12.70 | 91.4% | 1.7% |
| 60Δ | 12.45 | 97.1% | 1.5% | 12.78 | 91.0% | 1.4% |
| 65Δ | 12.34 | 99.6% | 1.3% | 12.86 | 90.5% | 1.2% |
| 70Δ | 12.24 | 102.0% | 1.1% | 12.94 | 90.1% | 0.9% |
| 75Δ | 12.13 | 104.4% | 0.9% | 13.85 | 198.7% | 1.2% |
| 80Δ | 12.03 | 106.9% | 0.7% | 18.87 | 749.6% | 5.7% |