Share price$35.58
1D-0.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:23.555Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:15.85358762Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:23.215959+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.05 | 28.4% | 1.5% | 33.97 | 86.6% | 4.9% |
| 25Δ | 35.93 | 26.5% | 1.2% | 34.32 | 72.0% | 3.9% |
| 30Δ | 35.87 | 26.7% | 1.1% | 34.67 | 57.4% | 2.9% |
| 35Δ | 35.80 | 26.9% | 1.0% | 35.02 | 42.9% | 1.9% |
| 40Δ | 35.73 | 27.1% | 0.9% | 35.37 | 28.3% | 1.0% |
| 45Δ | 35.66 | 27.3% | 0.8% | 35.54 | 22.6% | 0.6% |
| 50Δ | 35.59 | 27.4% | 0.6% | 35.59 | 22.4% | 0.5% |
| 55Δ | 35.52 | 27.6% | 0.5% | 35.65 | 22.2% | 0.4% |
| 60Δ | 35.42 | 29.7% | 0.4% | 35.71 | 22.0% | 0.4% |
| 65Δ | 35.31 | 32.8% | 0.4% | 35.76 | 21.8% | 0.3% |
| 70Δ | 35.19 | 35.9% | 0.4% | 35.82 | 21.5% | 0.3% |
| 75Δ | 35.08 | 39.1% | 0.3% | 35.88 | 21.3% | 0.2% |
| 80Δ | 34.12 | 98.6% | 0.6% | 35.94 | 21.1% | 0.1% |