Share price$4.08
1D-4.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T22:46:05.075Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:24:20.447726264Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:46:04.546803+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.23 | 215.0% | 32.8% | 3.43 | 197.9% | 19.6% |
| 25Δ | 5.61 | 299.5% | 44.4% | 3.26 | 606.7% | 40.0% |
| 30Δ | 5.99 | 384.0% | 56.1% | 3.54 | 398.8% | 26.4% |
| 35Δ | 6.37 | 468.5% | 67.7% | 3.82 | 190.9% | 12.9% |
| 40Δ | 8.19 | 693.5% | 118.0% | 4.17 | 108.0% | 5.6% |
| 45Δ | 8.01 | 760.9% | 118.1% | 4.66 | 251.0% | 9.7% |
| 50Δ | 7.45 | 798.8% | 108.3% | 5.14 | 394.1% | 13.8% |
| 55Δ | 5.83 | 509.3% | 60.8% | 5.87 | 518.2% | 16.5% |
| 60Δ | 4.06 | 86.4% | 4.9% | 7.27 | 590.3% | 15.3% |
| 65Δ | 3.80 | 271.4% | 10.5% | 8.98 | 676.5% | 14.2% |
| 70Δ | 3.59 | 477.4% | 18.2% | 7.61 | 479.9% | 9.5% |
| 75Δ | 3.27 | 582.8% | 19.1% | 5.48 | 232.8% | 4.1% |
| 80Δ | 2.86 | 656.9% | 16.5% | 6.59 | 325.1% | 4.0% |