Share price$12.56
1D-2.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:32:41.356Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:32:06.763294914Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:40.910066+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.99 | 179.8% | 12.2% | 12.07 | 88.2% | 4.4% |
| 25Δ | 12.97 | 85.8% | 4.0% | 12.16 | 86.0% | 3.9% |
| 30Δ | 12.89 | 82.5% | 3.5% | 12.24 | 83.8% | 3.4% |
| 35Δ | 12.82 | 79.1% | 3.1% | 12.33 | 81.6% | 2.8% |
| 40Δ | 12.74 | 75.7% | 2.6% | 12.42 | 79.4% | 2.3% |
| 45Δ | 12.67 | 72.4% | 2.1% | 12.50 | 77.5% | 1.8% |
| 50Δ | 12.59 | 69.0% | 1.7% | 12.59 | 81.9% | 1.7% |
| 55Δ | 12.51 | 65.7% | 1.2% | 12.68 | 86.3% | 1.5% |
| 60Δ | 11.99 | 126.2% | 1.1% | 12.77 | 90.7% | 1.3% |
| 65Δ | 11.35 | 201.8% | 1.1% | 12.86 | 95.1% | 1.1% |
| 70Δ | 10.72 | 277.5% | 1.0% | 12.94 | 99.5% | 1.0% |
| 75Δ | 10.08 | 353.1% | 1.0% | 13.12 | 115.2% | 0.8% |
| 80Δ | 9.45 | 428.8% | 0.9% | 13.48 | 152.1% | 0.8% |