Share price$39.41
1D-1.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T22:40:14.098Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:30:00.004293393Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.93 | 101.0% | 23.1% | |||
| 25Δ | 48.91 | 84.2% | 27.6% | 34.50 | 80.3% | 16.7% |
| 30Δ | 47.06 | 84.5% | 23.8% | 35.99 | 74.7% | 13.7% |
| 35Δ | 45.30 | 84.7% | 20.3% | 37.02 | 83.8% | 13.2% |
| 40Δ | 43.38 | 79.0% | 16.2% | 38.34 | 75.8% | 10.5% |
| 45Δ | 42.23 | 83.3% | 14.7% | 39.50 | 78.3% | 9.4% |
| 50Δ | 40.93 | 84.0% | 12.7% | 40.76 | 78.6% | 8.0% |
| 55Δ | 39.50 | 77.6% | 9.9% | 42.23 | 82.8% | 7.1% |
| 60Δ | 38.32 | 77.4% | 8.3% | 43.75 | 84.5% | 6.1% |
| 65Δ | 37.14 | 76.4% | 6.7% | 44.78 | 79.1% | 4.7% |
| 70Δ | 35.82 | 80.0% | 5.8% | 46.93 | 83.4% | 3.9% |
| 75Δ | 34.54 | 79.4% | 4.5% | 48.85 | 83.7% | 3.0% |
| 80Δ | 33.30 | 76.9% | 3.3% | 52.14 | 89.7% | 2.2% |