Share price$1.43
1D+2.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:33:00.149Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:30:35.904211325Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:59.482641+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.54 | 135.6% | 8.6% | 1.23 | 489.2% | 24.5% |
| 25Δ | 1.47 | 143.8% | 5.5% | 1.30 | 512.7% | 22.7% |
| 30Δ | 1.44 | 184.6% | 5.3% | 1.37 | 536.1% | 21.0% |
| 35Δ | 1.40 | 225.4% | 5.0% | 1.44 | 559.6% | 19.2% |
| 40Δ | 1.36 | 266.2% | 4.7% | 1.51 | 583.1% | 17.4% |
| 45Δ | 1.32 | 307.0% | 4.5% | 1.58 | 606.6% | 15.6% |
| 50Δ | 1.29 | 347.8% | 4.2% | 1.65 | 630.1% | 13.8% |
| 55Δ | 1.25 | 388.6% | 4.0% | 1.72 | 653.6% | 12.0% |
| 60Δ | 1.21 | 429.4% | 3.7% | 1.79 | 677.1% | 10.2% |
| 65Δ | 1.18 | 470.2% | 3.4% | 1.86 | 700.6% | 8.4% |
| 70Δ | 1.14 | 511.0% | 3.2% | 1.93 | 724.1% | 6.6% |
| 75Δ | 1.10 | 551.8% | 2.9% | 2.00 | 747.6% | 4.8% |
| 80Δ | 1.06 | 592.6% | 2.7% | 1.80 | 476.7% | 3.0% |