Share price$20.23
1D+3.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:14:27.792Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:59:20.217932993Z
FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-16T00:13:51.174081+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.92 | 91.0% | 35.9% | 16.75 | 86.7% | 20.7% |
| 25Δ | 25.63 | 90.4% | 30.4% | 17.54 | 86.1% | 18.0% |
| 30Δ | 24.36 | 87.3% | 25.0% | 18.28 | 85.5% | 15.6% |
| 35Δ | 23.47 | 87.9% | 21.7% | 18.99 | 84.3% | 13.4% |
| 40Δ | 22.67 | 88.8% | 18.9% | 19.67 | 83.9% | 11.6% |
| 45Δ | 21.88 | 89.0% | 16.2% | 20.31 | 81.7% | 9.9% |
| 50Δ | 21.12 | 89.0% | 13.9% | 20.92 | 77.8% | 8.0% |
| 55Δ | 20.40 | 90.4% | 12.0% | 21.66 | 80.3% | 7.0% |
| 60Δ | 19.67 | 94.1% | 10.5% | 22.40 | 81.5% | 5.9% |
| 65Δ | 18.91 | 99.4% | 9.2% | 23.12 | 80.6% | 4.8% |
| 70Δ | 18.15 | 96.0% | 7.2% | 23.84 | 78.7% | 3.7% |
| 75Δ | 17.29 | 97.7% | 5.7% | 25.11 | 82.7% | 2.9% |
| 80Δ | 16.17 | 105.2% | 4.6% | 25.88 | 79.0% | 2.0% |