Share price$31.50
1D+1.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:32:44.130Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:27:34.348663748Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.43 | 183.9% | 16.1% | 31.11 | 25.3% | 1.4% |
| 25Δ | 35.63 | 156.9% | 13.5% | 31.18 | 24.8% | 1.2% |
| 30Δ | 34.82 | 129.8% | 10.9% | 31.24 | 24.3% | 1.1% |
| 35Δ | 34.02 | 102.7% | 8.4% | 31.31 | 23.8% | 0.9% |
| 40Δ | 33.21 | 75.6% | 5.8% | 31.38 | 23.2% | 0.8% |
| 45Δ | 32.41 | 48.5% | 3.3% | 31.44 | 22.7% | 0.6% |
| 50Δ | 31.60 | 21.5% | 0.7% | 31.51 | 22.5% | 0.5% |
| 55Δ | 30.80 | -5.6% | 1.8% | 31.59 | 24.1% | 0.4% |
| 60Δ | 29.99 | -32.7% | 4.4% | 31.66 | 25.7% | 0.4% |
| 65Δ | 29.19 | -59.8% | 7.0% | 31.74 | 27.3% | 0.3% |
| 70Δ | 28.38 | -86.9% | 9.5% | 31.82 | 29.0% | 0.3% |
| 75Δ | 27.58 | -114.0% | 12.1% | 31.90 | 30.6% | 0.2% |
| 80Δ | 26.77 | -141.0% | 14.6% | 31.97 | 32.2% | 0.2% |