Share price$5.76
1D+4.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T21:02:02.583Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:10:00.001407903Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:02.012378+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.99 | 86.0% | 4.5% | 5.53 | 96.8% | 4.7% |
| 25Δ | 5.95 | 85.4% | 4.2% | 5.58 | 99.3% | 4.4% |
| 30Δ | 5.92 | 84.7% | 3.9% | 5.62 | 101.8% | 4.0% |
| 35Δ | 5.88 | 84.1% | 3.6% | 5.67 | 104.3% | 3.7% |
| 40Δ | 5.84 | 83.5% | 3.2% | 5.71 | 106.8% | 3.3% |
| 45Δ | 5.81 | 82.8% | 2.9% | 5.75 | 109.3% | 3.0% |
| 50Δ | 5.77 | 82.2% | 2.6% | 5.80 | 111.8% | 2.6% |
| 55Δ | 5.74 | 81.6% | 2.3% | 5.84 | 114.3% | 2.3% |
| 60Δ | 5.70 | 81.0% | 2.0% | 5.89 | 116.8% | 1.9% |
| 65Δ | 5.66 | 80.3% | 1.7% | 5.93 | 119.3% | 1.6% |
| 70Δ | 5.63 | 79.7% | 1.4% | 5.98 | 121.8% | 1.2% |
| 75Δ | 5.59 | 79.1% | 1.1% | 6.56 | 329.5% | 2.3% |
| 80Δ | 5.56 | 78.5% | 0.7% | 6.93 | 381.4% | 2.0% |