Share price$9.30
1D+5.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:03:58.972Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.003870104Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:03:58.293567+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.78 | 76.0% | 29.0% | 7.65 | 87.9% | 21.3% |
| 25Δ | 11.19 | 72.1% | 23.3% | 8.08 | 85.0% | 17.8% |
| 30Δ | 10.78 | 70.6% | 19.7% | 8.40 | 84.6% | 15.7% |
| 35Δ | 10.45 | 70.2% | 17.1% | 8.72 | 84.3% | 13.6% |
| 40Δ | 10.12 | 69.9% | 14.4% | 9.04 | 83.7% | 11.6% |
| 45Δ | 9.84 | 70.1% | 12.5% | 9.32 | 81.2% | 10.0% |
| 50Δ | 9.57 | 70.7% | 10.9% | 9.61 | 78.7% | 8.4% |
| 55Δ | 9.31 | 71.3% | 9.4% | 9.89 | 76.2% | 6.8% |
| 60Δ | 9.04 | 71.9% | 7.8% | 10.29 | 78.8% | 5.7% |
| 65Δ | 8.76 | 72.2% | 6.6% | 10.75 | 84.4% | 5.0% |
| 70Δ | 8.48 | 72.5% | 5.4% | 11.29 | 89.6% | 4.2% |
| 75Δ | 8.20 | 72.8% | 4.3% | 11.92 | 94.1% | 3.3% |
| 80Δ | 7.91 | 71.4% | 3.2% | 12.71 | 97.9% | 2.5% |