Share price$2.67
1D+3.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T21:57:38.736Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T21:45:27.407078005Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:57:35.990816+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.91 | 140.4% | 10.5% | |||
| 25Δ | 2.88 | 138.2% | 9.7% | 2.54 | 208.2% | 7.5% |
| 30Δ | 2.85 | 136.0% | 9.0% | 2.64 | 253.4% | 7.2% |
| 35Δ | 2.82 | 133.9% | 8.2% | 2.74 | 298.6% | 6.9% |
| 40Δ | 2.79 | 131.7% | 7.5% | 2.83 | 343.9% | 6.6% |
| 45Δ | 2.76 | 129.6% | 6.7% | 2.93 | 389.1% | 6.2% |
| 50Δ | 2.73 | 127.4% | 6.0% | 3.03 | 434.3% | 5.9% |
| 55Δ | 2.70 | 125.2% | 5.3% | 3.12 | 479.5% | 5.6% |
| 60Δ | 2.67 | 123.1% | 4.5% | 3.22 | 524.8% | 5.3% |
| 65Δ | 2.64 | 120.9% | 3.8% | 3.32 | 570.0% | 4.9% |
| 70Δ | 2.61 | 118.8% | 3.0% | 3.41 | 615.2% | 4.6% |
| 75Δ | 2.58 | 116.6% | 2.3% | 3.53 | 660.7% | 4.2% |
| 80Δ | 2.55 | 114.4% | 1.5% | 3.86 | 707.9% | 3.4% |