Share price$4.32
1D+4.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:36:10.086Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:35.439909629Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:36:04.084096+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.10 | 321.1% | 19.7% | 4.41 | 221.1% | 7.1% |
| 25Δ | 4.41 | 136.6% | 4.7% | 4.58 | 269.1% | 6.8% |
| 30Δ | 4.30 | 190.3% | 4.6% | 4.76 | 317.0% | 6.5% |
| 35Δ | 4.18 | 244.0% | 4.5% | 4.94 | 365.0% | 6.3% |
| 40Δ | 4.07 | 297.8% | 4.4% | 5.12 | 413.0% | 6.0% |
| 45Δ | 3.95 | 351.5% | 4.3% | 5.30 | 460.9% | 5.8% |
| 50Δ | 3.84 | 405.2% | 4.2% | 5.47 | 508.9% | 5.5% |
| 55Δ | 3.72 | 459.0% | 4.1% | 5.65 | 556.9% | 5.3% |
| 60Δ | 3.61 | 512.7% | 4.0% | 5.83 | 604.8% | 5.0% |
| 65Δ | 3.49 | 566.4% | 3.9% | 6.01 | 652.8% | 4.8% |
| 70Δ | 3.38 | 620.2% | 3.8% | 6.18 | 700.8% | 4.5% |
| 75Δ | 3.26 | 673.9% | 3.7% | 6.36 | 748.7% | 4.2% |
| 80Δ | 3.14 | 727.6% | 3.6% | 6.63 | 789.7% | 4.2% |