Share price$12.50
1D-2.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:02:08.766Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:31.30736562Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:59:09.542935+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.69 | 157.1% | 10.2% | 12.05 | 81.9% | 4.1% |
| 25Δ | 12.95 | 91.6% | 4.3% | 12.13 | 79.4% | 3.6% |
| 30Δ | 12.86 | 88.7% | 3.8% | 12.20 | 76.9% | 3.2% |
| 35Δ | 12.77 | 85.7% | 3.2% | 12.28 | 74.4% | 2.7% |
| 40Δ | 12.69 | 82.8% | 2.7% | 12.36 | 71.9% | 2.3% |
| 45Δ | 12.60 | 79.9% | 2.2% | 12.44 | 69.4% | 1.8% |
| 50Δ | 12.52 | 76.9% | 1.7% | 12.51 | 67.6% | 1.4% |
| 55Δ | 12.44 | 77.2% | 1.4% | 12.59 | 69.7% | 1.2% |
| 60Δ | 12.36 | 78.1% | 1.3% | 12.67 | 71.7% | 1.1% |
| 65Δ | 12.28 | 79.1% | 1.1% | 12.74 | 73.8% | 0.9% |
| 70Δ | 12.21 | 80.0% | 0.9% | 12.82 | 75.8% | 0.8% |
| 75Δ | 12.13 | 81.0% | 0.7% | 12.90 | 77.9% | 0.6% |
| 80Δ | 12.05 | 81.9% | 0.5% | 12.97 | 79.9% | 0.5% |