Share price$22.86
1D+8.3%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-15T20:33:55.413Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:29:16.615265998Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:53.748233+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.80 | 86.6% | 4.6% | 22.14 | 71.6% | 3.6% |
| 25Δ | 23.62 | 87.3% | 4.0% | 22.29 | 70.4% | 3.1% |
| 30Δ | 23.45 | 87.1% | 3.4% | 22.44 | 69.1% | 2.6% |
| 35Δ | 23.30 | 85.2% | 3.0% | 22.56 | 69.4% | 2.2% |
| 40Δ | 23.15 | 83.4% | 2.5% | 22.67 | 71.0% | 2.0% |
| 45Δ | 23.01 | 81.5% | 2.1% | 22.78 | 72.5% | 1.8% |
| 50Δ | 22.88 | 82.6% | 1.8% | 22.89 | 74.1% | 1.5% |
| 55Δ | 22.75 | 83.8% | 1.6% | 23.00 | 75.6% | 1.3% |
| 60Δ | 22.62 | 85.1% | 1.3% | 23.67 | 163.9% | 2.1% |
| 65Δ | 22.48 | 88.3% | 1.1% | 24.37 | 256.2% | 2.8% |
| 70Δ | 22.13 | 122.2% | 1.2% | 24.32 | 192.0% | 1.7% |
| 75Δ | 21.17 | 197.1% | 1.3% | 27.53 | 452.4% | 3.1% |
| 80Δ | 19.84 | 296.8% | 1.4% | 29.99 | 515.5% | 2.6% |