Share price$15.57
1D+7.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:36:08.051Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:33:43.675121752Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:36:02.835746+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.66 | 374.7% | 27.7% | 14.75 | 114.6% | 6.0% |
| 25Δ | 18.19 | 267.6% | 18.2% | 14.98 | 113.4% | 4.7% |
| 30Δ | 16.73 | 160.5% | 8.7% | 15.11 | 114.1% | 4.2% |
| 35Δ | 15.95 | 106.0% | 3.7% | 15.24 | 114.9% | 3.8% |
| 40Δ | 15.84 | 103.7% | 3.4% | 15.36 | 115.8% | 3.4% |
| 45Δ | 15.74 | 101.5% | 3.0% | 15.49 | 116.6% | 3.0% |
| 50Δ | 15.64 | 99.2% | 2.7% | 15.61 | 117.5% | 2.6% |
| 55Δ | 15.53 | 97.0% | 2.3% | 15.74 | 118.3% | 2.2% |
| 60Δ | 15.43 | 94.7% | 2.0% | 15.86 | 119.1% | 1.8% |
| 65Δ | 15.32 | 92.5% | 1.6% | 15.99 | 120.0% | 1.4% |
| 70Δ | 15.22 | 90.2% | 1.2% | 17.16 | 235.7% | 1.8% |
| 75Δ | 15.12 | 87.9% | 0.9% | 18.45 | 363.9% | 2.2% |
| 80Δ | 15.01 | 85.7% | 0.5% | 22.04 | 663.6% | 3.3% |