Share price$19.97
1D-1.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:37:17.275Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:36:06.716549182Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:16.833946+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.59 | 426.7% | 25.4% | 15.74 | 675.5% | 25.8% |
| 25Δ | 25.08 | 552.9% | 29.5% | 16.73 | 607.1% | 21.3% |
| 30Δ | 25.28 | 636.5% | 31.7% | 17.30 | 505.2% | 17.6% |
| 35Δ | 23.69 | 452.9% | 22.4% | 17.88 | 403.3% | 14.0% |
| 40Δ | 22.09 | 269.3% | 13.0% | 18.46 | 301.4% | 10.3% |
| 45Δ | 20.50 | 85.7% | 3.6% | 19.03 | 199.5% | 6.6% |
| 50Δ | 19.85 | 37.8% | 0.6% | 19.61 | 97.6% | 3.0% |
| 55Δ | 19.62 | 51.4% | 0.6% | 20.02 | 29.7% | 0.5% |
| 60Δ | 19.40 | 65.1% | 0.6% | 20.10 | 32.1% | 0.5% |
| 65Δ | 19.18 | 78.7% | 0.5% | 20.18 | 34.6% | 0.4% |
| 70Δ | 18.96 | 92.4% | 0.5% | 20.25 | 37.0% | 0.3% |
| 75Δ | 18.73 | 106.1% | 0.5% | 20.33 | 39.4% | 0.3% |
| 80Δ | 18.51 | 119.7% | 0.4% | 20.40 | 41.9% | 0.2% |