Share price$15.44
1D+6.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:17:06.184Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:59:21.748492789Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:05.535681+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.16 | 99.2% | 40.0% | 12.53 | 97.3% | 22.8% |
| 25Δ | 20.05 | 98.8% | 33.9% | 13.26 | 93.4% | 19.2% |
| 30Δ | 19.01 | 96.1% | 28.0% | 13.90 | 90.2% | 16.3% |
| 35Δ | 18.23 | 95.9% | 24.1% | 14.47 | 90.0% | 14.2% |
| 40Δ | 17.50 | 95.4% | 20.7% | 15.02 | 90.3% | 12.4% |
| 45Δ | 16.83 | 95.1% | 17.6% | 15.57 | 89.7% | 10.7% |
| 50Δ | 16.23 | 96.1% | 15.2% | 16.13 | 89.4% | 9.1% |
| 55Δ | 15.63 | 96.9% | 13.0% | 16.73 | 90.1% | 7.8% |
| 60Δ | 15.03 | 97.6% | 10.9% | 17.37 | 90.8% | 6.5% |
| 65Δ | 14.42 | 99.3% | 9.2% | 18.04 | 91.4% | 5.4% |
| 70Δ | 13.78 | 102.3% | 7.7% | 18.74 | 90.4% | 4.2% |
| 75Δ | 13.06 | 107.9% | 6.4% | 20.22 | 100.4% | 3.5% |
| 80Δ | 12.57 | 98.8% | 4.6% | 29.66 | 182.7% | 4.1% |