Share price$31.49
1D+0.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:14:21.364Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T00:00:00.105884543Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.30 | 18.5% | 6.4% | 29.89 | 21.8% | 5.9% |
| 25Δ | 32.94 | 18.5% | 5.5% | 30.25 | 21.7% | 5.0% |
| 30Δ | 32.67 | 18.4% | 4.9% | 30.54 | 22.2% | 4.5% |
| 35Δ | 32.41 | 18.2% | 4.3% | 30.83 | 22.7% | 3.9% |
| 40Δ | 32.14 | 18.1% | 3.6% | 31.11 | 22.7% | 3.3% |
| 45Δ | 31.89 | 18.2% | 3.2% | 31.39 | 22.0% | 2.8% |
| 50Δ | 31.65 | 18.7% | 2.9% | 31.66 | 21.3% | 2.3% |
| 55Δ | 31.41 | 19.1% | 2.5% | 31.93 | 20.6% | 1.8% |
| 60Δ | 31.17 | 19.5% | 2.2% | 32.27 | 21.4% | 1.4% |
| 65Δ | 30.92 | 19.8% | 1.9% | 32.62 | 22.6% | 1.2% |
| 70Δ | 30.63 | 19.8% | 1.6% | 32.98 | 23.9% | 1.0% |
| 75Δ | 30.34 | 19.8% | 1.4% | 33.63 | 26.9% | 0.8% |
| 80Δ | 30.05 | 19.8% | 1.1% | 35.20 | 37.2% | 0.8% |