Share price$20.54
1D+6.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:02:39.593Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:02:24.375726756Z
FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-15T20:02:38.967051+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.53 | 103.0% | 5.4% | 19.53 | 119.1% | 5.7% |
| 25Δ | 21.34 | 101.3% | 4.7% | 19.71 | 120.7% | 5.0% |
| 30Δ | 21.16 | 99.6% | 4.0% | 19.90 | 122.4% | 4.4% |
| 35Δ | 20.98 | 97.9% | 3.3% | 20.08 | 124.7% | 3.9% |
| 40Δ | 20.85 | 96.9% | 2.9% | 20.25 | 127.7% | 3.5% |
| 45Δ | 20.71 | 95.8% | 2.5% | 20.42 | 130.6% | 3.1% |
| 50Δ | 20.57 | 94.8% | 2.1% | 20.59 | 132.5% | 2.7% |
| 55Δ | 20.44 | 93.8% | 1.8% | 20.78 | 133.4% | 2.3% |
| 60Δ | 20.31 | 93.0% | 1.5% | 20.96 | 134.2% | 1.9% |
| 65Δ | 20.18 | 92.1% | 1.2% | 21.53 | 205.4% | 2.4% |
| 70Δ | 20.05 | 91.3% | 1.0% | 21.72 | 189.4% | 1.9% |
| 75Δ | 19.65 | 103.8% | 0.8% | 21.92 | 173.3% | 1.3% |
| 80Δ | 19.04 | 126.1% | 0.6% | 25.80 | 454.7% | 2.4% |