Share price$36.54
1D+1.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:04:43.664Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:02.364260014Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:43.053808+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.76 | 37.2% | 12.8% | 32.77 | 46.6% | 12.1% |
| 25Δ | 39.75 | 35.4% | 10.4% | 33.78 | 43.3% | 9.7% |
| 30Δ | 39.36 | 39.0% | 10.0% | 34.43 | 45.3% | 8.8% |
| 35Δ | 38.95 | 42.3% | 9.5% | 34.99 | 48.9% | 8.2% |
| 40Δ | 38.31 | 43.0% | 8.4% | 35.69 | 50.6% | 7.3% |
| 45Δ | 37.71 | 46.2% | 7.8% | 36.41 | 50.9% | 6.4% |
| 50Δ | 37.15 | 52.0% | 7.6% | 37.12 | 49.8% | 5.3% |
| 55Δ | 36.43 | 52.2% | 6.6% | 37.76 | 46.9% | 4.2% |
| 60Δ | 35.84 | 47.6% | 5.2% | 38.39 | 44.8% | 3.3% |
| 65Δ | 35.47 | 39.3% | 3.8% | 39.04 | 43.5% | 2.6% |
| 70Δ | 35.10 | 31.1% | 2.4% | 40.05 | 46.8% | 2.2% |
| 75Δ | 33.81 | 43.7% | 2.7% | 42.96 | 62.4% | 2.2% |
| 80Δ | 33.44 | 38.8% | 2.0% | 46.31 | 72.2% | 1.7% |