Share price$9.38
1D+5.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:33:12.189Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:29:15.659242124Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:11.306226+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.45 | 797.4% | 58.1% | 8.74 | 162.1% | 7.8% |
| 25Δ | 11.92 | 558.3% | 30.8% | 8.97 | 132.9% | 5.4% |
| 30Δ | 10.19 | 209.3% | 10.2% | 9.10 | 140.6% | 4.8% |
| 35Δ | 10.41 | 392.2% | 15.3% | 9.22 | 153.8% | 4.5% |
| 40Δ | 10.19 | 377.6% | 13.7% | 9.34 | 166.9% | 4.2% |
| 45Δ | 9.97 | 363.0% | 12.2% | 9.46 | 180.1% | 3.9% |
| 50Δ | 9.75 | 348.3% | 10.6% | 9.58 | 193.3% | 3.6% |
| 55Δ | 9.53 | 333.7% | 9.1% | 9.70 | 206.4% | 3.2% |
| 60Δ | 9.31 | 319.1% | 7.5% | 9.82 | 219.6% | 2.9% |
| 65Δ | 9.09 | 304.4% | 6.0% | 9.94 | 232.8% | 2.6% |
| 70Δ | 8.87 | 289.8% | 4.4% | 9.77 | 148.4% | 1.5% |
| 75Δ | 8.65 | 275.1% | 2.9% | 10.59 | 309.4% | 2.2% |
| 80Δ | 8.43 | 264.5% | 1.7% | 12.74 | 594.3% | 3.0% |