Share price$41.98
1D+1.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:18:27.958Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T00:00:00.132861816Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 47.38 | 40.9% | 14.2% | 39.03 | 31.1% | 8.2% |
| 25Δ | 44.95 | 28.5% | 8.3% | 39.79 | 28.9% | 6.6% |
| 30Δ | 44.30 | 27.7% | 7.1% | 40.38 | 28.2% | 5.6% |
| 35Δ | 43.66 | 25.7% | 5.8% | 40.89 | 28.0% | 4.8% |
| 40Δ | 43.03 | 22.8% | 4.5% | 41.37 | 29.0% | 4.2% |
| 45Δ | 42.64 | 24.1% | 4.1% | 41.84 | 30.4% | 3.8% |
| 50Δ | 42.25 | 25.7% | 3.8% | 42.33 | 30.4% | 3.2% |
| 55Δ | 41.83 | 27.2% | 3.4% | 42.82 | 29.7% | 2.6% |
| 60Δ | 41.33 | 28.7% | 3.1% | 43.39 | 30.2% | 2.2% |
| 65Δ | 40.83 | 29.6% | 2.7% | 43.99 | 31.5% | 1.8% |
| 70Δ | 40.32 | 29.4% | 2.2% | 44.78 | 33.3% | 1.5% |
| 75Δ | 39.76 | 29.3% | 1.8% | 45.51 | 33.5% | 1.1% |
| 80Δ | 39.15 | 29.4% | 1.4% | 46.36 | 33.8% | 0.7% |