Share price$8.17
1D+8.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:17:04.457Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T00:00:00.006793544Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:17:03.742797+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.91 | 63.3% | 23.3% | 7.04 | 65.4% | 16.4% |
| 25Δ | 9.61 | 63.0% | 20.4% | 7.27 | 65.5% | 14.7% |
| 30Δ | 9.32 | 62.7% | 17.5% | 7.49 | 65.7% | 12.9% |
| 35Δ | 9.02 | 62.5% | 14.6% | 7.72 | 65.8% | 11.2% |
| 40Δ | 8.80 | 62.4% | 12.9% | 7.95 | 65.9% | 9.5% |
| 45Δ | 8.59 | 62.4% | 11.3% | 8.17 | 65.6% | 8.2% |
| 50Δ | 8.38 | 62.4% | 9.7% | 8.39 | 65.2% | 7.1% |
| 55Δ | 8.17 | 62.4% | 8.2% | 8.60 | 64.8% | 6.0% |
| 60Δ | 7.95 | 62.5% | 6.7% | 8.82 | 64.3% | 4.9% |
| 65Δ | 7.72 | 63.3% | 5.8% | 9.05 | 64.0% | 3.8% |
| 70Δ | 7.49 | 64.1% | 4.8% | 9.35 | 64.2% | 3.1% |
| 75Δ | 7.26 | 64.9% | 3.9% | 9.65 | 64.4% | 2.4% |
| 80Δ | 7.04 | 65.6% | 2.9% | 9.94 | 64.6% | 1.6% |