Share price$41.96
1D+1.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:05:49.096Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:00.332410574Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.19 | 159.9% | 8.6% | 39.87 | 128.7% | 5.8% |
| 25Δ | 43.88 | 119.4% | 5.5% | 40.21 | 114.6% | 5.0% |
| 30Δ | 43.12 | 93.1% | 3.7% | 40.55 | 100.5% | 4.2% |
| 35Δ | 42.77 | 78.7% | 2.8% | 40.90 | 86.4% | 3.4% |
| 40Δ | 42.50 | 66.7% | 2.2% | 41.24 | 72.2% | 2.6% |
| 45Δ | 42.22 | 54.6% | 1.5% | 41.58 | 58.1% | 1.8% |
| 50Δ | 41.95 | 42.5% | 0.9% | 41.92 | 44.0% | 1.0% |
| 55Δ | 41.67 | 30.5% | 0.2% | 42.12 | 41.5% | 0.7% |
| 60Δ | 41.40 | 18.4% | 0.4% | 42.27 | 42.5% | 0.6% |
| 65Δ | 41.13 | 6.4% | 1.1% | 42.43 | 43.5% | 0.5% |
| 70Δ | 40.85 | -5.7% | 1.7% | 42.58 | 44.5% | 0.5% |
| 75Δ | 40.58 | -17.7% | 2.4% | 42.74 | 45.5% | 0.4% |
| 80Δ | 40.30 | -29.8% | 3.1% | 42.89 | 46.5% | 0.3% |