Share price$1.41
1D+1.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T21:02:27.296Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:59:19.393205017Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:26.505743+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.50 | 134.5% | 6.8% | 1.22 | 471.2% | 24.0% |
| 25Δ | 1.46 | 181.9% | 6.6% | 1.28 | 491.0% | 22.3% |
| 30Δ | 1.42 | 229.2% | 6.3% | 1.35 | 510.7% | 20.5% |
| 35Δ | 1.38 | 276.6% | 6.0% | 1.42 | 530.5% | 18.8% |
| 40Δ | 1.35 | 324.0% | 5.8% | 1.48 | 550.3% | 17.1% |
| 45Δ | 1.31 | 371.4% | 5.5% | 1.55 | 570.1% | 15.3% |
| 50Δ | 1.27 | 418.7% | 5.2% | 1.62 | 589.8% | 13.6% |
| 55Δ | 1.23 | 466.1% | 5.0% | 1.69 | 609.6% | 11.9% |
| 60Δ | 1.20 | 513.5% | 4.7% | 1.75 | 629.4% | 10.1% |
| 65Δ | 1.16 | 560.8% | 4.4% | 1.82 | 649.2% | 8.4% |
| 70Δ | 1.12 | 608.2% | 4.2% | 1.89 | 668.9% | 6.7% |
| 75Δ | 1.08 | 655.6% | 3.9% | 1.95 | 688.7% | 4.9% |
| 80Δ | 1.05 | 703.0% | 3.6% | |||