Share price$35.59
1D-0.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:33:55.411Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:32:41.229798354Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:53.792049+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.10 | 30.2% | 1.6% | 33.98 | 87.3% | 4.9% |
| 25Δ | 35.94 | 26.5% | 1.2% | 34.34 | 72.3% | 3.9% |
| 30Δ | 35.87 | 26.6% | 1.1% | 34.69 | 57.3% | 2.9% |
| 35Δ | 35.80 | 26.7% | 1.0% | 35.05 | 42.3% | 1.9% |
| 40Δ | 35.73 | 26.8% | 0.9% | 35.40 | 27.3% | 0.9% |
| 45Δ | 35.67 | 26.9% | 0.7% | 35.54 | 23.1% | 0.6% |
| 50Δ | 35.60 | 27.0% | 0.6% | 35.60 | 23.0% | 0.5% |
| 55Δ | 35.53 | 27.1% | 0.5% | 35.66 | 22.8% | 0.4% |
| 60Δ | 35.44 | 28.6% | 0.4% | 35.72 | 22.7% | 0.4% |
| 65Δ | 35.33 | 31.6% | 0.4% | 35.78 | 22.6% | 0.3% |
| 70Δ | 35.21 | 34.6% | 0.3% | 35.84 | 22.5% | 0.3% |
| 75Δ | 35.09 | 37.6% | 0.3% | 35.90 | 22.4% | 0.2% |
| 80Δ | 34.60 | 65.0% | 0.4% | 35.96 | 22.3% | 0.1% |