Share price$36.54
1D+1.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:32.736Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:02.364260014Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:32.019280+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.82 | 369.8% | 21.9% | 33.51 | 211.2% | 9.6% |
| 25Δ | 42.01 | 332.6% | 17.3% | 34.52 | 159.5% | 6.7% |
| 30Δ | 38.43 | 166.6% | 6.7% | 35.33 | 112.1% | 4.3% |
| 35Δ | 37.81 | 137.0% | 5.0% | 36.03 | 75.3% | 2.4% |
| 40Δ | 37.19 | 107.5% | 3.3% | 36.21 | 85.3% | 2.3% |
| 45Δ | 36.83 | 107.4% | 2.7% | 36.39 | 95.3% | 2.2% |
| 50Δ | 36.60 | 120.0% | 2.6% | 36.62 | 107.9% | 2.1% |
| 55Δ | 36.33 | 123.1% | 2.3% | 36.94 | 124.5% | 2.1% |
| 60Δ | 36.04 | 119.6% | 1.9% | 37.25 | 126.9% | 1.8% |
| 65Δ | 35.32 | 134.0% | 1.6% | 37.63 | 130.1% | 1.5% |
| 70Δ | 34.54 | 151.3% | 1.4% | 38.31 | 151.1% | 1.4% |
| 75Δ | 33.75 | 168.7% | 1.2% | 38.99 | 172.1% | 1.3% |
| 80Δ | 32.96 | 186.0% | 1.0% | 40.03 | 195.1% | 1.1% |