Share price$36.93
1D+2.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:34:37.137Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:04:37.663068384Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:36.753464+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.75 | 85.5% | 5.3% | 35.51 | 71.1% | 4.4% |
| 25Δ | 38.14 | 70.4% | 3.7% | 35.71 | 69.9% | 4.0% |
| 30Δ | 37.53 | 55.3% | 2.2% | 35.92 | 68.7% | 3.6% |
| 35Δ | 36.92 | 40.2% | 0.6% | 36.13 | 67.5% | 3.2% |
| 40Δ | 36.31 | 25.1% | 1.0% | 36.34 | 66.3% | 2.8% |
| 45Δ | 35.69 | 10.0% | 2.6% | 36.54 | 65.1% | 2.4% |
| 50Δ | 35.08 | -5.2% | 4.2% | 36.75 | 63.9% | 2.0% |
| 55Δ | 34.47 | -20.3% | 5.8% | 36.96 | 62.7% | 1.7% |
| 60Δ | 33.86 | -35.4% | 7.4% | 37.16 | 61.5% | 1.3% |
| 65Δ | 33.25 | -50.5% | 9.0% | 37.37 | 60.3% | 0.9% |
| 70Δ | 32.64 | -65.6% | 10.6% | 37.78 | 68.7% | 0.6% |
| 75Δ | 32.03 | -80.8% | 12.1% | 38.52 | 93.5% | 0.6% |
| 80Δ | 31.42 | -95.9% | 13.7% | 39.27 | 118.4% | 0.6% |