Share price$36.89
1D+2.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:20.085Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:24.193479308Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:19.666165+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.70 | 85.2% | 5.3% | 35.48 | 68.9% | 4.3% |
| 25Δ | 38.07 | 70.1% | 3.7% | 35.68 | 67.6% | 4.0% |
| 30Δ | 37.44 | 55.0% | 2.0% | 35.88 | 66.3% | 3.6% |
| 35Δ | 36.81 | 39.9% | 0.4% | 36.08 | 65.0% | 3.2% |
| 40Δ | 36.18 | 24.8% | 1.2% | 36.28 | 63.6% | 2.8% |
| 45Δ | 35.55 | 9.7% | 2.9% | 36.48 | 62.3% | 2.5% |
| 50Δ | 34.92 | -5.4% | 4.5% | 36.68 | 61.0% | 2.1% |
| 55Δ | 34.29 | -20.5% | 6.1% | 36.87 | 59.7% | 1.7% |
| 60Δ | 33.66 | -35.6% | 7.8% | 37.07 | 58.3% | 1.3% |
| 65Δ | 33.03 | -50.7% | 9.4% | 37.27 | 57.0% | 0.9% |
| 70Δ | 32.40 | -65.8% | 11.1% | 37.47 | 55.7% | 0.6% |
| 75Δ | 31.77 | -80.9% | 12.7% | 38.17 | 76.6% | 0.5% |
| 80Δ | 31.14 | -96.0% | 14.3% | 38.95 | 101.5% | 0.5% |