Problems with a delta-like potential may be solved by applying a Fourier transform.
A delta-like potential [itex]V(x) = \alpha \, \delta(x - x_0)[/itex] has a Fourier transform:
[tex]
\tilde{V}(k) = \alpha \, e^{-i k \, x_0}[/tex]
The Schroedinger equation in momentum space is:
[tex]
\frac{\hbar^2 \, k^2}{2 \, m} a(k) + \int_{-\infty}^{\infty} \frac{dk'}{2 \pi} \, \tilde{V}(k - k') a(k') = E \, a(k)[/tex]
where [itex]a(k) = \int_{-\infty}^{\infty} \psi(x) e^{-i k x} \, dx[/itex] is the wave function Fourier transform. The inverse Fourier transform is:
[tex]
\psi(x) = \int_{-\infty}^{\infty} \frac{dk}{2 \pi} a(k) e^{i k \, x}[/tex]
Substituting the Fourier transform of the potential in our Schrödinger equation, and using the definition of an inverse Fourier transform of the wave function, we get:
[tex]
\left(E - \frac{\hbar^2 \, k^2}{2 \, m} \right) \, a(k) = \alpha \, \psi(x_0) \, e^{-i k \, x_0}[/tex]
Substituting this into the definition for [itex]\psi(x_0)[/itex], we get the self-consistency condition:
[tex]
\psi(x_0) = \alpha \, \psi(x_0) \, \int_{-\infty}^{\infty} \frac{dk}{2\pi} \frac{1}{E - \frac{\hbar^2 k^2}{2 \, m}}[/tex]
If we assume that [itex]\psi(x_0) \neq 0[/itex] (otherwise [itex]a(k) \equiv 0, \forall k[/itex], which is a trivial solution), and we introduces the energy parameter [itex]\epsilon[/itex] (with a dimension [k]2):
[tex]
\epsilon \equiv \frac{2 m \, E}{\hbar^2}[/tex]
[tex]
1 = -\frac{2 m \, \alpha}{\hbar^2} \, \int_{-\infty}^{\infty} \frac{dk}{2\pi} \frac{1}{k^2 - \epsilon}[/tex]
This is an implicit equation for [itex]\epsilon[/itex]. Can you find its solutions?