Share price$40.92
1D-1.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T21:48:50.982Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T21:36:40.771559644Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.92 | 32.2% | 10.8% | 38.17 | 30.3% | 7.9% |
| 25Δ | 44.00 | 30.5% | 8.9% | 38.58 | 33.2% | 7.4% |
| 30Δ | 43.19 | 28.3% | 7.1% | 39.00 | 36.1% | 7.0% |
| 35Δ | 42.65 | 28.4% | 6.2% | 39.87 | 27.7% | 4.7% |
| 40Δ | 42.20 | 29.3% | 5.6% | 40.36 | 26.6% | 3.9% |
| 45Δ | 41.73 | 29.5% | 4.9% | 40.79 | 26.8% | 3.3% |
| 50Δ | 41.25 | 29.1% | 4.2% | 41.22 | 26.9% | 2.8% |
| 55Δ | 40.73 | 30.8% | 3.8% | 41.65 | 26.8% | 2.3% |
| 60Δ | 40.17 | 34.7% | 3.6% | 42.12 | 27.1% | 1.9% |
| 65Δ | 39.69 | 34.2% | 3.1% | 42.73 | 29.2% | 1.6% |
| 70Δ | 39.23 | 31.6% | 2.4% | 43.22 | 29.0% | 1.3% |
| 75Δ | 38.45 | 34.0% | 2.0% | 43.60 | 27.0% | 0.9% |
| 80Δ | 43.98 | 25.1% | 0.4% | |||