Share price$12.51
1D+11.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:18:53.934Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:59:28.823624104Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:53.005100+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.05 | 80.6% | 30.8% | 10.61 | 72.2% | 18.0% |
| 25Δ | 15.42 | 80.7% | 26.6% | 11.11 | 69.2% | 14.9% |
| 30Δ | 14.84 | 81.0% | 22.9% | 11.46 | 71.9% | 13.5% |
| 35Δ | 14.34 | 81.3% | 19.9% | 11.81 | 74.6% | 12.1% |
| 40Δ | 13.86 | 81.6% | 17.1% | 12.17 | 76.0% | 10.7% |
| 45Δ | 13.42 | 81.5% | 14.8% | 12.54 | 75.7% | 9.3% |
| 50Δ | 12.98 | 81.5% | 12.5% | 12.92 | 75.4% | 7.8% |
| 55Δ | 12.57 | 81.9% | 10.8% | 13.31 | 75.0% | 6.6% |
| 60Δ | 12.16 | 82.3% | 9.1% | 13.71 | 74.6% | 5.5% |
| 65Δ | 11.74 | 83.5% | 7.6% | 14.13 | 74.2% | 4.4% |
| 70Δ | 11.30 | 85.1% | 6.3% | 14.60 | 73.9% | 3.5% |
| 75Δ | 10.83 | 86.8% | 5.1% | 21.92 | 179.3% | 5.6% |
| 80Δ | 10.31 | 88.6% | 3.9% | 35.48 | 263.4% | 5.3% |