Share price$41.54
1D+1.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:05:20.602Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T00:00:00.103875577Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.69 | 16.7% | 5.8% | 39.28 | 23.4% | 6.3% |
| 25Δ | 43.32 | 16.9% | 5.1% | 39.81 | 22.9% | 5.3% |
| 30Δ | 42.96 | 17.1% | 4.4% | 40.28 | 22.1% | 4.4% |
| 35Δ | 42.65 | 17.1% | 3.9% | 40.71 | 21.2% | 3.6% |
| 40Δ | 42.35 | 17.1% | 3.5% | 41.11 | 20.5% | 3.0% |
| 45Δ | 42.05 | 17.1% | 3.0% | 41.44 | 20.1% | 2.5% |
| 50Δ | 41.75 | 17.5% | 2.7% | 41.77 | 19.8% | 2.0% |
| 55Δ | 41.45 | 17.9% | 2.4% | 42.11 | 19.6% | 1.6% |
| 60Δ | 41.15 | 18.4% | 2.1% | 42.48 | 20.0% | 1.3% |
| 65Δ | 40.81 | 19.0% | 1.8% | 42.84 | 20.3% | 1.1% |
| 70Δ | 40.41 | 19.7% | 1.6% | 44.64 | 34.9% | 1.5% |
| 75Δ | 40.02 | 20.4% | 1.4% | 45.28 | 37.1% | 1.3% |
| 80Δ | 39.44 | 21.5% | 1.1% | 44.36 | 22.4% | 0.3% |