Share price$32.51
1D+145.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:17:38.610Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.0023019Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:38.137939+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.34 | 46.7% | 16.4% | 29.01 | 49.1% | 12.6% |
| 25Δ | 36.34 | 45.7% | 13.8% | 29.71 | 50.0% | 11.2% |
| 30Δ | 35.56 | 45.7% | 11.9% | 30.40 | 50.8% | 9.8% |
| 35Δ | 34.89 | 46.2% | 10.5% | 31.07 | 51.3% | 8.6% |
| 40Δ | 34.17 | 44.9% | 8.8% | 31.74 | 51.0% | 7.4% |
| 45Δ | 33.54 | 43.7% | 7.5% | 32.40 | 51.2% | 6.4% |
| 50Δ | 32.93 | 43.1% | 6.3% | 33.07 | 51.7% | 5.5% |
| 55Δ | 32.36 | 45.8% | 5.7% | 33.77 | 52.3% | 4.7% |
| 60Δ | 31.78 | 47.5% | 5.0% | 34.32 | 49.6% | 3.7% |
| 65Δ | 31.16 | 47.3% | 4.2% | 34.80 | 45.4% | 2.8% |
| 70Δ | 30.52 | 47.3% | 3.4% | 35.90 | 50.2% | 2.3% |
| 75Δ | 29.88 | 46.8% | 2.7% | 36.88 | 51.5% | 1.8% |
| 80Δ | 29.32 | 44.2% | 2.1% | 37.83 | 50.9% | 1.2% |