Share price$8.16
1D+8.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:34.299Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:03:11.695717559Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:58:46.731596+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.46 | 74.2% | 4.2% | 7.28 | 264.5% | 12.2% |
| 25Δ | 8.41 | 73.8% | 3.8% | 7.72 | 154.7% | 6.5% |
| 30Δ | 8.37 | 73.3% | 3.5% | 8.00 | 74.2% | 2.7% |
| 35Δ | 8.32 | 72.9% | 3.1% | 8.07 | 81.5% | 2.5% |
| 40Δ | 8.28 | 72.4% | 2.8% | 8.13 | 88.7% | 2.3% |
| 45Δ | 8.24 | 72.0% | 2.5% | 8.19 | 96.0% | 2.1% |
| 50Δ | 8.19 | 71.5% | 2.1% | 8.25 | 103.3% | 2.0% |
| 55Δ | 8.15 | 71.1% | 1.8% | 8.31 | 110.5% | 1.8% |
| 60Δ | 8.10 | 70.6% | 1.4% | 8.37 | 117.8% | 1.6% |
| 65Δ | 8.06 | 70.2% | 1.1% | 8.43 | 125.1% | 1.4% |
| 70Δ | 8.01 | 69.8% | 0.8% | 8.49 | 132.3% | 1.3% |
| 75Δ | 7.71 | 141.4% | 0.9% | 8.96 | 218.5% | 1.5% |
| 80Δ | 7.32 | 240.6% | 1.3% | 9.54 | 321.4% | 1.7% |