Share price$40.02
1D-6.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:33:44.969Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:27:38.081028137Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.27 | 118.5% | 6.3% | 37.01 | 204.5% | 8.9% |
| 25Δ | 42.48 | 170.4% | 7.5% | 36.91 | 242.4% | 9.6% |
| 30Δ | 43.00 | 236.5% | 9.6% | 38.68 | 126.3% | 4.6% |
| 35Δ | 42.09 | 206.2% | 7.5% | 39.23 | 101.3% | 3.3% |
| 40Δ | 41.19 | 176.0% | 5.4% | 39.52 | 96.5% | 2.7% |
| 45Δ | 40.64 | 167.4% | 4.4% | 39.80 | 91.7% | 2.2% |
| 50Δ | 40.18 | 164.4% | 3.7% | 40.04 | 86.4% | 1.8% |
| 55Δ | 39.71 | 169.8% | 3.2% | 40.16 | 80.2% | 1.6% |
| 60Δ | 39.23 | 180.8% | 2.9% | 40.29 | 73.9% | 1.4% |
| 65Δ | 38.70 | 188.7% | 2.5% | 40.42 | 67.7% | 1.1% |
| 70Δ | 38.14 | 193.7% | 2.1% | 40.55 | 61.4% | 0.9% |
| 75Δ | 37.27 | 220.8% | 1.8% | 40.67 | 55.2% | 0.7% |
| 80Δ | 35.41 | 308.4% | 1.9% | 40.80 | 48.9% | 0.5% |