Share price$31.48
1D+0.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:02:17.216Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:01:19.107646165Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.31 | 178.7% | 15.7% | 31.10 | 24.4% | 1.4% |
| 25Δ | 35.45 | 150.4% | 13.0% | 31.16 | 23.9% | 1.2% |
| 30Δ | 34.60 | 122.1% | 10.3% | 31.23 | 23.3% | 1.1% |
| 35Δ | 33.74 | 93.8% | 7.6% | 31.29 | 22.7% | 0.9% |
| 40Δ | 32.89 | 65.5% | 4.9% | 31.35 | 22.1% | 0.8% |
| 45Δ | 32.04 | 37.3% | 2.1% | 31.42 | 21.5% | 0.6% |
| 50Δ | 31.48 | 19.7% | 0.4% | 31.48 | 21.0% | 0.4% |
| 55Δ | 31.42 | 20.3% | 0.4% | 31.60 | 24.4% | 0.4% |
| 60Δ | 31.35 | 20.9% | 0.3% | 31.75 | 30.0% | 0.4% |
| 65Δ | 31.29 | 21.5% | 0.3% | 31.90 | 35.6% | 0.3% |
| 70Δ | 31.23 | 22.1% | 0.2% | 32.05 | 41.2% | 0.3% |
| 75Δ | 31.17 | 22.7% | 0.2% | 32.20 | 46.8% | 0.3% |
| 80Δ | 31.11 | 23.3% | 0.2% | 32.35 | 52.4% | 0.2% |