Share price$50.38
1D-2.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:02:29.993Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:09.951268746Z
FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T20:02:29.694815+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 72.16 | 559.2% | 45.3% | 42.33 | 357.3% | 17.4% |
| 25Δ | 69.54 | 498.9% | 40.0% | 45.55 | 220.6% | 10.5% |
| 30Δ | 66.93 | 438.6% | 34.8% | 48.77 | 84.0% | 3.7% |
| 35Δ | 64.31 | 378.3% | 29.5% | 50.86 | 53.9% | 1.1% |
| 40Δ | 61.69 | 318.0% | 24.2% | 52.26 | 89.6% | 1.2% |
| 45Δ | 59.08 | 257.7% | 19.0% | 53.66 | 125.4% | 1.2% |
| 50Δ | 56.46 | 197.4% | 13.7% | 55.05 | 161.2% | 1.2% |
| 55Δ | 53.84 | 137.1% | 8.4% | 56.45 | 197.0% | 1.3% |
| 60Δ | 51.22 | 76.8% | 3.1% | 57.85 | 232.8% | 1.3% |
| 65Δ | 49.62 | 62.8% | 0.7% | 59.25 | 268.5% | 1.3% |
| 70Δ | 48.90 | 89.6% | 0.8% | 60.64 | 304.3% | 1.3% |
| 75Δ | 48.18 | 116.4% | 0.8% | 62.04 | 340.1% | 1.4% |
| 80Δ | 47.39 | 144.7% | 0.9% | 63.44 | 375.9% | 1.4% |