Share price$40.04
1D-6.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:16:30.046Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T00:00:00.143609393Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.73 | 86.9% | 34.4% | 33.34 | 84.1% | 20.1% |
| 25Δ | 49.94 | 85.3% | 28.2% | 35.10 | 78.3% | 16.5% |
| 30Δ | 47.73 | 81.1% | 23.5% | 36.35 | 80.1% | 14.7% |
| 35Δ | 45.51 | 76.9% | 18.7% | 37.69 | 78.2% | 12.6% |
| 40Δ | 44.79 | 87.4% | 18.6% | 38.94 | 70.7% | 10.0% |
| 45Δ | 43.34 | 90.2% | 16.5% | 40.09 | 72.3% | 8.8% |
| 50Δ | 41.98 | 93.8% | 14.7% | 41.25 | 73.1% | 7.6% |
| 55Δ | 40.40 | 91.1% | 12.1% | 42.26 | 68.3% | 6.0% |
| 60Δ | 38.94 | 89.0% | 9.8% | 43.44 | 68.4% | 5.0% |
| 65Δ | 37.48 | 92.3% | 8.4% | 45.10 | 73.4% | 4.4% |
| 70Δ | 36.02 | 91.8% | 6.8% | 45.72 | 65.8% | 3.2% |
| 75Δ | 34.50 | 92.0% | 5.4% | 47.16 | 64.2% | 2.3% |
| 80Δ | 33.03 | 89.1% | 3.9% | 49.29 | 67.6% | 1.7% |