Share price$2.67
1D+3.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:35.496Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:10.090801558Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:58:13.140905+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.91 | 135.5% | 10.5% | 2.42 | 206.7% | 10.4% |
| 25Δ | 2.88 | 133.7% | 9.7% | 2.54 | 199.7% | 7.5% |
| 30Δ | 2.85 | 132.0% | 9.0% | 2.64 | 243.0% | 7.2% |
| 35Δ | 2.82 | 130.2% | 8.2% | 2.74 | 286.4% | 6.9% |
| 40Δ | 2.79 | 128.4% | 7.5% | 2.83 | 329.8% | 6.6% |
| 45Δ | 2.76 | 126.6% | 6.7% | 2.93 | 373.2% | 6.2% |
| 50Δ | 2.73 | 124.8% | 6.0% | 3.03 | 416.5% | 5.9% |
| 55Δ | 2.70 | 123.0% | 5.2% | 3.12 | 459.9% | 5.6% |
| 60Δ | 2.67 | 121.3% | 4.5% | 3.22 | 503.3% | 5.3% |
| 65Δ | 2.64 | 119.5% | 3.8% | 3.32 | 546.7% | 4.9% |
| 70Δ | 2.61 | 117.7% | 3.0% | 3.41 | 590.0% | 4.6% |
| 75Δ | 2.58 | 115.9% | 2.3% | 3.53 | 633.6% | 4.2% |
| 80Δ | 2.55 | 114.1% | 1.5% | 3.86 | 678.9% | 3.4% |