Share price$12.56
1D-1.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:14:49.828Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:52:25.010702198Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:48.939669+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.74 | 70.3% | 27.6% | 10.68 | 66.1% | 18.0% |
| 25Δ | 14.94 | 68.6% | 21.9% | 11.06 | 66.3% | 16.0% |
| 30Δ | 14.54 | 68.0% | 19.6% | 11.43 | 66.6% | 14.0% |
| 35Δ | 14.15 | 67.5% | 17.4% | 11.81 | 66.8% | 12.1% |
| 40Δ | 13.75 | 67.0% | 15.2% | 12.18 | 67.1% | 10.1% |
| 45Δ | 13.35 | 66.4% | 12.9% | 12.56 | 67.4% | 8.3% |
| 50Δ | 12.96 | 65.9% | 10.7% | 12.97 | 67.8% | 7.3% |
| 55Δ | 12.56 | 65.3% | 8.4% | 13.37 | 68.2% | 6.3% |
| 60Δ | 12.19 | 64.9% | 7.3% | 13.77 | 68.7% | 5.4% |
| 65Δ | 11.82 | 64.5% | 6.3% | 14.18 | 69.1% | 4.4% |
| 70Δ | 11.46 | 64.1% | 5.3% | 14.58 | 69.5% | 3.5% |
| 75Δ | 11.09 | 63.7% | 4.3% | 14.98 | 69.9% | 2.5% |
| 80Δ | 10.73 | 63.3% | 3.3% | 17.01 | 87.0% | 2.0% |