Share price$41.11
1D+4.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:17:02.738Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:52:03.657827167Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:44.772817+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.89 | 64.0% | 23.4% | 35.30 | 67.3% | 16.8% |
| 25Δ | 48.14 | 62.9% | 19.8% | 36.58 | 66.6% | 14.5% |
| 30Δ | 46.74 | 63.1% | 17.2% | 37.81 | 65.6% | 12.4% |
| 35Δ | 45.54 | 64.2% | 15.1% | 38.92 | 64.3% | 10.7% |
| 40Δ | 44.39 | 64.9% | 13.2% | 40.03 | 63.1% | 9.0% |
| 45Δ | 43.27 | 65.4% | 11.5% | 41.09 | 64.0% | 7.9% |
| 50Δ | 42.16 | 65.7% | 9.9% | 42.15 | 64.9% | 6.8% |
| 55Δ | 41.09 | 65.7% | 8.5% | 43.31 | 65.7% | 5.8% |
| 60Δ | 40.01 | 65.8% | 7.0% | 44.51 | 66.5% | 4.9% |
| 65Δ | 38.91 | 65.8% | 5.9% | 46.69 | 76.6% | 4.5% |
| 70Δ | 37.82 | 65.9% | 4.8% | 49.30 | 85.4% | 4.0% |
| 75Δ | 36.72 | 64.6% | 3.8% | 51.88 | 88.1% | 3.2% |
| 80Δ | 35.62 | 62.8% | 2.8% | 54.50 | 89.6% | 2.3% |