Share price$35.57
1D-3.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T22:53:44.132Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T20:00:09.929223207Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:53:43.682625+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.30 | 58.9% | 8.6% | 31.57 | 121.3% | 13.3% |
| 25Δ | 42.45 | 162.7% | 22.3% | 31.98 | 134.2% | 13.1% |
| 30Δ | 37.01 | 50.7% | 5.3% | 33.86 | 69.1% | 6.5% |
| 35Δ | 37.64 | 84.9% | 8.3% | 35.05 | 31.2% | 2.5% |
| 40Δ | 35.99 | 29.4% | 2.3% | 35.24 | 31.0% | 2.2% |
| 45Δ | 35.79 | 30.6% | 2.1% | 35.43 | 30.9% | 1.9% |
| 50Δ | 35.59 | 31.7% | 1.9% | 35.63 | 30.8% | 1.7% |
| 55Δ | 35.38 | 32.9% | 1.7% | 35.82 | 30.6% | 1.4% |
| 60Δ | 35.18 | 34.1% | 1.5% | 36.10 | 35.4% | 1.3% |
| 65Δ | 34.94 | 36.5% | 1.3% | 36.63 | 51.4% | 1.6% |
| 70Δ | 34.37 | 49.1% | 1.4% | 36.79 | 45.3% | 1.2% |
| 75Δ | 33.56 | 63.8% | 1.4% | 36.95 | 39.2% | 0.7% |
| 80Δ | 32.31 | 82.4% | 1.3% | 37.35 | 39.8% | 0.5% |