Share price$49.24
1D+4.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:19:53.389Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T00:00:00.554800056Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 57.21 | 50.5% | 17.8% | 43.24 | 56.6% | 14.4% |
| 25Δ | 55.82 | 51.2% | 15.6% | 44.53 | 56.6% | 12.5% |
| 30Δ | 54.57 | 51.9% | 13.7% | 45.96 | 52.5% | 10.1% |
| 35Δ | 53.31 | 51.5% | 11.8% | 46.91 | 56.2% | 9.3% |
| 40Δ | 52.09 | 50.2% | 9.9% | 48.08 | 51.1% | 7.4% |
| 45Δ | 51.10 | 51.3% | 8.8% | 49.08 | 53.7% | 6.7% |
| 50Δ | 49.98 | 47.2% | 6.9% | 50.08 | 51.3% | 5.4% |
| 55Δ | 49.06 | 48.5% | 6.1% | 51.26 | 54.8% | 4.9% |
| 60Δ | 48.07 | 51.4% | 5.4% | 52.86 | 61.0% | 4.5% |
| 65Δ | 46.93 | 55.5% | 4.9% | 54.26 | 61.5% | 3.7% |
| 70Δ | 46.03 | 51.2% | 3.7% | 55.50 | 59.7% | 2.8% |
| 75Δ | 44.55 | 56.3% | 3.2% | 57.51 | 62.4% | 2.2% |
| 80Δ | 43.63 | 53.1% | 2.5% | 59.97 | 65.2% | 1.6% |