Share price$5.97
1D+1.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T21:12:58.583Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:27:28.377642314Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:12:56.831280+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.31 | 366.8% | 23.9% | 4.78 | 459.5% | 21.9% |
| 25Δ | 7.03 | 301.3% | 19.2% | 4.97 | 404.0% | 18.8% |
| 30Δ | 6.76 | 235.8% | 14.5% | 5.15 | 348.5% | 15.8% |
| 35Δ | 6.48 | 170.3% | 9.7% | 5.33 | 292.9% | 12.7% |
| 40Δ | 6.21 | 104.8% | 5.0% | 5.52 | 237.4% | 9.7% |
| 45Δ | 5.70 | 181.9% | 6.6% | |||
| 50Δ | 5.89 | 126.3% | 3.6% | |||
| 55Δ | 6.06 | 113.9% | 1.8% | |||
| 60Δ | 6.21 | 172.2% | 2.1% | |||
| 65Δ | 6.36 | 230.6% | 2.3% | |||
| 70Δ | 6.53 | 288.4% | 2.6% | |||
| 75Δ | 6.90 | 339.4% | 2.3% | |||
| 80Δ | 7.28 | 390.4% | 1.9% | |||