Share price$36.44
1D+1.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:02:26.054Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:01:30.32873971Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:25.663610+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.48 | 62.3% | 3.2% | 35.38 | 60.3% | 3.5% |
| 25Δ | 37.27 | 64.5% | 3.0% | 35.56 | 60.7% | 3.3% |
| 30Δ | 37.07 | 66.8% | 2.8% | 35.74 | 61.2% | 3.0% |
| 35Δ | 36.87 | 69.0% | 2.6% | 35.92 | 61.6% | 2.7% |
| 40Δ | 36.67 | 71.3% | 2.3% | 36.10 | 62.1% | 2.5% |
| 45Δ | 36.46 | 73.5% | 2.1% | 36.28 | 62.5% | 2.2% |
| 50Δ | 36.26 | 75.8% | 1.9% | 36.45 | 62.9% | 1.9% |
| 55Δ | 36.06 | 78.0% | 1.7% | 36.63 | 63.4% | 1.7% |
| 60Δ | 35.86 | 80.3% | 1.4% | 36.81 | 63.8% | 1.4% |
| 65Δ | 35.65 | 82.5% | 1.2% | 36.99 | 64.3% | 1.1% |
| 70Δ | 35.45 | 84.8% | 1.0% | 37.17 | 64.7% | 0.9% |
| 75Δ | 35.25 | 87.0% | 0.8% | 37.35 | 65.2% | 0.6% |
| 80Δ | 35.05 | 89.3% | 0.6% | 38.16 | 88.1% | 0.4% |