Share price$16.60
1D-7.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-16T22:44:20.669Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:41:54.856943569Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.16 | 71.5% | 10.5% | 15.02 | 93.5% | 11.1% |
| 25Δ | 17.84 | 70.5% | 8.9% | 15.33 | 94.5% | 9.7% |
| 30Δ | 17.56 | 69.3% | 7.5% | 15.64 | 94.8% | 8.5% |
| 35Δ | 17.29 | 64.7% | 6.1% | 15.93 | 94.2% | 7.4% |
| 40Δ | 17.02 | 59.5% | 4.8% | 16.21 | 96.2% | 6.5% |
| 45Δ | 16.84 | 60.8% | 4.2% | 16.48 | 98.9% | 5.8% |
| 50Δ | 16.67 | 62.9% | 3.8% | 16.76 | 96.3% | 4.9% |
| 55Δ | 16.49 | 64.9% | 3.3% | 17.03 | 93.5% | 4.0% |
| 60Δ | 16.29 | 66.6% | 2.9% | 17.30 | 92.3% | 3.3% |
| 65Δ | 16.08 | 68.4% | 2.4% | 17.74 | 102.8% | 3.0% |
| 70Δ | 15.88 | 68.3% | 2.0% | 18.38 | 119.8% | 2.8% |
| 75Δ | 15.67 | 66.9% | 1.6% | 19.29 | 139.0% | 2.5% |
| 80Δ | 15.23 | 76.8% | 1.2% | 21.39 | 180.4% | 2.3% |