Share price$32.51
1D+145.2%
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Market dataready · fetched 2026-10-15T21:02:02.601Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:40:59.073682975Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:58:34.256190+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.93 | 156.7% | 8.3% | 31.11 | 103.5% | 4.9% |
| 25Δ | 34.35 | 133.0% | 6.6% | 31.38 | 100.2% | 4.3% |
| 30Δ | 33.77 | 109.2% | 4.8% | 31.66 | 96.8% | 3.6% |
| 35Δ | 33.18 | 85.4% | 3.1% | 31.93 | 93.4% | 3.0% |
| 40Δ | 32.89 | 76.3% | 2.3% | 32.14 | 90.3% | 2.5% |
| 45Δ | 32.74 | 73.9% | 2.0% | 32.32 | 87.3% | 2.2% |
| 50Δ | 32.59 | 71.5% | 1.7% | 32.50 | 84.4% | 1.9% |
| 55Δ | 32.44 | 69.1% | 1.5% | 32.68 | 81.4% | 1.5% |
| 60Δ | 32.28 | 66.7% | 1.2% | 32.86 | 78.4% | 1.2% |
| 65Δ | 32.13 | 64.3% | 0.9% | 33.07 | 77.5% | 0.9% |
| 70Δ | 33.36 | 82.8% | 0.8% | |||
| 75Δ | 33.65 | 88.0% | 0.7% | |||
| 80Δ | 33.94 | 93.3% | 0.5% | |||