Share price$3.63
1D-5.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T22:19:32.583Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:08:09.513666884Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:19:32.090476+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.96 | 98.4% | 40.0% | |||
| 25Δ | 4.80 | 96.8% | 37.5% | |||
| 30Δ | 4.64 | 95.2% | 34.9% | |||
| 35Δ | 4.48 | 93.6% | 32.3% | |||
| 40Δ | 4.31 | 92.0% | 29.7% | |||
| 45Δ | 4.15 | 90.4% | 27.1% | |||
| 50Δ | 3.99 | 88.8% | 24.5% | |||
| 55Δ | 3.83 | 87.2% | 21.9% | |||
| 60Δ | 3.67 | 85.6% | 19.3% | |||
| 65Δ | 3.50 | 84.0% | 16.7% | |||
| 70Δ | 3.34 | 82.4% | 14.1% | |||
| 75Δ | 3.18 | 80.8% | 11.5% | |||
| 80Δ | 3.02 | 79.2% | 9.0% | |||