Share price$36.50
1D+2.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:32:56.110Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:10:00.001093957Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:55.659292+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.50 | 59.8% | 3.1% | 35.41 | 63.7% | 3.6% |
| 25Δ | 37.30 | 61.3% | 2.9% | 35.60 | 64.6% | 3.4% |
| 30Δ | 37.11 | 62.8% | 2.7% | 35.79 | 65.5% | 3.1% |
| 35Δ | 36.92 | 64.4% | 2.4% | 35.98 | 66.4% | 2.8% |
| 40Δ | 36.73 | 65.9% | 2.2% | 36.17 | 67.3% | 2.5% |
| 45Δ | 36.54 | 67.4% | 2.0% | 36.36 | 68.2% | 2.2% |
| 50Δ | 36.34 | 68.9% | 1.8% | 36.55 | 69.1% | 2.0% |
| 55Δ | 36.15 | 70.4% | 1.6% | 36.74 | 70.0% | 1.7% |
| 60Δ | 35.96 | 71.9% | 1.4% | 36.93 | 70.9% | 1.4% |
| 65Δ | 35.77 | 73.5% | 1.2% | 37.12 | 71.8% | 1.1% |
| 70Δ | 35.57 | 75.0% | 1.0% | 37.30 | 72.7% | 0.8% |
| 75Δ | 35.38 | 76.5% | 0.8% | 37.49 | 73.6% | 0.6% |
| 80Δ | 35.19 | 78.0% | 0.5% | 40.70 | 187.0% | 0.8% |