Share price$15.44
1D+6.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:35.358Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:03:05.944369628Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:26.313344+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.34 | 359.9% | 26.7% | 14.66 | 103.3% | 5.7% |
| 25Δ | 17.66 | 239.6% | 15.7% | 14.87 | 101.4% | 4.5% |
| 30Δ | 16.00 | 121.4% | 4.8% | 15.04 | 99.6% | 3.7% |
| 35Δ | 15.87 | 121.6% | 4.3% | 15.14 | 98.2% | 3.3% |
| 40Δ | 15.74 | 121.8% | 3.9% | 15.24 | 96.8% | 3.0% |
| 45Δ | 15.61 | 122.0% | 3.5% | 15.34 | 95.4% | 2.7% |
| 50Δ | 15.48 | 122.1% | 3.0% | 15.44 | 93.9% | 2.4% |
| 55Δ | 15.35 | 122.3% | 2.6% | 15.54 | 92.5% | 2.0% |
| 60Δ | 15.22 | 122.5% | 2.1% | 15.64 | 91.1% | 1.7% |
| 65Δ | 15.09 | 122.6% | 1.7% | 15.74 | 89.7% | 1.4% |
| 70Δ | 14.91 | 128.5% | 1.3% | 15.84 | 88.2% | 1.1% |
| 75Δ | 14.61 | 148.7% | 1.1% | 15.94 | 86.8% | 0.7% |
| 80Δ | 14.31 | 168.8% | 1.0% | 18.54 | 307.2% | 1.4% |