Share price$9.30
1D+5.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:26.423Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:03.835928821Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:57:29.399477+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.96 | 302.9% | 19.3% | 8.04 | 301.1% | 14.9% |
| 25Δ | 9.87 | 170.8% | 7.4% | 8.63 | 185.8% | 8.4% |
| 30Δ | 8.78 | 38.6% | 4.5% | 9.04 | 118.2% | 4.2% |
| 35Δ | 7.68 | -93.5% | 16.4% | 9.15 | 127.9% | 3.9% |
| 40Δ | 6.59 | -225.6% | 28.3% | 9.26 | 137.7% | 3.6% |
| 45Δ | 5.49 | -357.8% | 40.2% | 9.37 | 147.5% | 3.3% |
| 50Δ | 4.40 | -489.9% | 52.1% | 9.48 | 157.2% | 3.0% |
| 55Δ | 3.31 | -622.1% | 64.0% | 9.59 | 167.0% | 2.7% |
| 60Δ | 2.21 | -754.2% | 75.9% | 9.70 | 176.8% | 2.4% |
| 65Δ | 1.12 | -886.3% | 87.8% | 9.81 | 186.5% | 2.1% |
| 70Δ | 0.03 | -1018.5% | 99.7% | 9.92 | 196.3% | 1.8% |
| 75Δ | -1.07 | -1150.6% | 111.4% | 10.16 | 219.7% | 1.6% |
| 80Δ | -2.16 | -1282.8% | 123.2% | 10.68 | 275.1% | 1.4% |