Share price$36.38
1D-2.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-17T01:00:58.926Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T20:00:02.124026742Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T01:00:57.998790+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.34 | 43.0% | 15.1% | 32.39 | 50.4% | 12.8% |
| 25Δ | 40.38 | 43.1% | 12.9% | 33.22 | 50.2% | 11.3% |
| 30Δ | 39.57 | 43.2% | 11.2% | 34.01 | 50.1% | 9.8% |
| 35Δ | 38.87 | 43.3% | 9.9% | 34.80 | 50.0% | 8.4% |
| 40Δ | 38.17 | 43.4% | 8.5% | 35.55 | 50.5% | 7.3% |
| 45Δ | 37.48 | 43.4% | 7.2% | 36.28 | 51.2% | 6.4% |
| 50Δ | 36.85 | 43.7% | 6.4% | 37.01 | 51.8% | 5.5% |
| 55Δ | 36.22 | 43.9% | 5.5% | 37.76 | 52.1% | 4.6% |
| 60Δ | 35.59 | 44.2% | 4.7% | 38.55 | 51.5% | 3.9% |
| 65Δ | 34.95 | 44.5% | 3.9% | 39.33 | 51.0% | 3.1% |
| 70Δ | 34.11 | 46.4% | 3.3% | 40.14 | 50.5% | 2.3% |
| 75Δ | 33.27 | 48.4% | 2.8% | 41.18 | 50.5% | 1.8% |
| 80Δ | 32.39 | 50.5% | 2.2% | 42.21 | 50.5% | 1.2% |