Share price$36.50
1D+2.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:15:40.952Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.002987646Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:12:50.112728+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.47 | 51.0% | 18.0% | 32.34 | 52.0% | 13.4% |
| 25Δ | 41.47 | 51.3% | 15.9% | 33.21 | 51.9% | 11.7% |
| 30Δ | 40.47 | 51.6% | 13.7% | 34.03 | 52.0% | 10.2% |
| 35Δ | 39.57 | 52.0% | 12.0% | 34.86 | 52.1% | 8.8% |
| 40Δ | 38.76 | 52.4% | 10.6% | 35.62 | 51.8% | 7.6% |
| 45Δ | 37.95 | 52.9% | 9.1% | 36.36 | 51.4% | 6.5% |
| 50Δ | 37.16 | 53.2% | 7.9% | 37.11 | 51.0% | 5.5% |
| 55Δ | 36.38 | 53.3% | 6.8% | 37.91 | 51.2% | 4.6% |
| 60Δ | 35.61 | 53.5% | 5.8% | 38.78 | 52.0% | 3.9% |
| 65Δ | 34.85 | 53.2% | 4.7% | 39.64 | 52.7% | 3.2% |
| 70Δ | 34.14 | 51.1% | 3.9% | 40.61 | 53.0% | 2.5% |
| 75Δ | 33.43 | 49.0% | 3.0% | 41.65 | 53.0% | 1.9% |
| 80Δ | 32.72 | 46.9% | 2.2% | 43.40 | 56.7% | 1.3% |