Share price$1.40
1D+1.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:17:14.830Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:55:16.973239049Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:14.093461+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.99 | 109.4% | 45.8% | 1.11 | 109.2% | 28.0% |
| 25Δ | 1.92 | 109.1% | 42.7% | 1.18 | 108.4% | 25.9% |
| 30Δ | 1.85 | 108.9% | 39.5% | 1.25 | 107.5% | 23.8% |
| 35Δ | 1.78 | 108.7% | 36.3% | 1.32 | 106.7% | 21.8% |
| 40Δ | 1.70 | 108.4% | 33.1% | 1.39 | 105.9% | 19.7% |
| 45Δ | 1.63 | 108.2% | 30.0% | 1.46 | 105.1% | 17.7% |
| 50Δ | 1.56 | 107.9% | 26.8% | 1.53 | 104.3% | 15.6% |
| 55Δ | 1.48 | 107.7% | 23.6% | 1.60 | 103.5% | 13.6% |
| 60Δ | 1.41 | 107.4% | 20.4% | 1.67 | 102.6% | 11.5% |
| 65Δ | 1.34 | 107.2% | 17.3% | 1.74 | 101.8% | 9.5% |
| 70Δ | 1.27 | 106.9% | 14.1% | 1.81 | 101.0% | 7.4% |
| 75Δ | 1.19 | 106.7% | 10.9% | 1.88 | 100.2% | 5.4% |
| 80Δ | 1.12 | 106.4% | 7.7% | 1.95 | 99.4% | 3.3% |