Share price$31.30
1D+6.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:34:01.129Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:30:08.808502851Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:00.610706+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.59 | 147.8% | 8.2% | 26.15 | 470.4% | 19.3% |
| 25Δ | 33.04 | 144.1% | 6.6% | 29.41 | 179.7% | 7.3% |
| 30Δ | 32.38 | 116.2% | 4.6% | 30.63 | 80.4% | 3.0% |
| 35Δ | 32.14 | 120.9% | 4.1% | 30.83 | 77.0% | 2.5% |
| 40Δ | 31.90 | 126.3% | 3.7% | 31.03 | 78.4% | 2.1% |
| 45Δ | 31.65 | 132.7% | 3.4% | 31.23 | 111.2% | 2.5% |
| 50Δ | 31.38 | 143.0% | 3.1% | 31.44 | 144.0% | 2.8% |
| 55Δ | 31.07 | 158.6% | 3.0% | 31.68 | 146.2% | 2.5% |
| 60Δ | 30.74 | 164.3% | 2.6% | 31.94 | 135.3% | 1.9% |
| 65Δ | 30.39 | 164.9% | 2.2% | 32.39 | 151.5% | 1.8% |
| 70Δ | 30.05 | 161.5% | 1.7% | 32.75 | 153.0% | 1.5% |
| 75Δ | 29.83 | 147.6% | 1.3% | 33.49 | 177.7% | 1.3% |
| 80Δ | 29.63 | 131.8% | 0.9% | 33.59 | 154.4% | 0.9% |