Share price$46.70
1D-5.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T22:46:06.002Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:30:00.546187057Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.14 | 57.6% | 8.2% | 43.86 | 57.1% | 7.0% |
| 25Δ | 49.31 | 54.2% | 6.7% | 44.47 | 56.5% | 6.0% |
| 30Δ | 48.74 | 53.9% | 5.7% | 45.00 | 56.4% | 5.2% |
| 35Δ | 48.24 | 54.0% | 5.0% | 45.51 | 55.3% | 4.4% |
| 40Δ | 47.74 | 53.0% | 4.2% | 45.97 | 55.2% | 3.8% |
| 45Δ | 47.29 | 52.6% | 3.6% | 46.42 | 55.0% | 3.3% |
| 50Δ | 46.86 | 52.1% | 3.1% | 46.87 | 54.7% | 2.8% |
| 55Δ | 46.43 | 51.8% | 2.6% | 47.54 | 71.5% | 3.1% |
| 60Δ | 46.00 | 52.8% | 2.2% | 47.88 | 60.7% | 2.2% |
| 65Δ | 45.58 | 51.9% | 1.8% | 48.50 | 62.5% | 1.9% |
| 70Δ | 44.35 | 80.7% | 2.3% | 48.76 | 55.5% | 1.4% |
| 75Δ | 43.65 | 79.5% | 1.8% | 49.03 | 48.8% | 0.9% |
| 80Δ | 42.85 | 79.4% | 1.4% | 49.63 | 49.3% | 0.7% |