Share price$41.01
1D+4.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:37.494Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:02:48.792410155Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:36.788929+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.17 | 106.6% | 5.8% | 39.63 | 76.7% | 3.8% |
| 25Δ | 41.94 | 61.0% | 2.7% | 40.09 | 65.6% | 2.8% |
| 30Δ | 41.74 | 61.4% | 2.4% | 40.34 | 60.7% | 2.3% |
| 35Δ | 41.55 | 61.8% | 2.1% | 40.56 | 56.4% | 1.8% |
| 40Δ | 41.38 | 58.0% | 1.7% | 40.72 | 53.2% | 1.5% |
| 45Δ | 41.21 | 52.5% | 1.4% | 40.87 | 50.1% | 1.2% |
| 50Δ | 41.04 | 47.0% | 1.0% | 41.08 | 59.8% | 1.2% |
| 55Δ | 40.89 | 47.4% | 0.9% | 41.44 | 117.9% | 2.0% |
| 60Δ | 40.74 | 49.3% | 0.8% | 42.25 | 157.8% | 2.1% |
| 65Δ | 40.59 | 51.2% | 0.7% | 43.13 | 194.6% | 2.1% |
| 70Δ | 40.39 | 56.2% | 0.6% | 43.86 | 220.4% | 2.1% |
| 75Δ | 40.07 | 66.5% | 0.5% | 45.96 | 290.1% | 2.1% |
| 80Δ | 39.33 | 95.5% | 0.6% | 46.86 | 276.9% | 1.5% |