Share price$26.38
1D+1.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T23:44:28.483Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:19:51.630679207Z
FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-15T23:40:04.931168+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.44 | 37.0% | 12.8% | 23.99 | 40.5% | 10.6% |
| 25Δ | 28.86 | 37.1% | 11.0% | 24.50 | 40.1% | 9.2% |
| 30Δ | 28.37 | 37.2% | 9.7% | 25.00 | 39.7% | 7.8% |
| 35Δ | 27.90 | 37.2% | 8.4% | 25.43 | 39.1% | 6.7% |
| 40Δ | 27.48 | 37.2% | 7.3% | 25.87 | 38.4% | 5.7% |
| 45Δ | 27.06 | 37.2% | 6.3% | 26.27 | 38.1% | 4.8% |
| 50Δ | 26.67 | 37.2% | 5.5% | 26.67 | 37.9% | 4.1% |
| 55Δ | 26.28 | 37.2% | 4.7% | 27.08 | 37.9% | 3.4% |
| 60Δ | 25.87 | 37.8% | 4.0% | 27.52 | 38.3% | 2.8% |
| 65Δ | 25.41 | 39.7% | 3.5% | 27.96 | 38.8% | 2.3% |
| 70Δ | 24.94 | 41.4% | 3.0% | 28.51 | 39.5% | 1.8% |
| 75Δ | 24.43 | 41.7% | 2.5% | 29.18 | 41.6% | 1.4% |
| 80Δ | 23.88 | 42.1% | 1.9% | 30.45 | 48.2% | 1.1% |