Share price$22.86
1D+8.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:04:30.589Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:59:13.866754571Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:29.932640+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.77 | 84.1% | 32.9% | 18.96 | 83.3% | 20.5% |
| 25Δ | 28.67 | 83.3% | 29.0% | 19.92 | 82.3% | 17.3% |
| 30Δ | 27.57 | 82.6% | 25.1% | 20.70 | 81.7% | 15.2% |
| 35Δ | 26.47 | 81.8% | 21.2% | 21.46 | 81.1% | 13.3% |
| 40Δ | 25.37 | 81.0% | 17.3% | 22.21 | 80.6% | 11.3% |
| 45Δ | 24.50 | 81.2% | 14.7% | 22.92 | 79.1% | 9.7% |
| 50Δ | 23.74 | 81.9% | 12.8% | 23.61 | 77.1% | 8.2% |
| 55Δ | 22.98 | 82.6% | 10.9% | 24.29 | 75.1% | 6.8% |
| 60Δ | 22.21 | 83.5% | 9.2% | 24.97 | 73.1% | 5.4% |
| 65Δ | 21.42 | 84.6% | 7.8% | 26.07 | 74.5% | 4.5% |
| 70Δ | 20.63 | 85.8% | 6.4% | 27.18 | 76.0% | 3.7% |
| 75Δ | 19.82 | 86.3% | 5.1% | 28.29 | 77.6% | 2.9% |
| 80Δ | 18.95 | 84.3% | 3.9% | 29.41 | 79.1% | 2.0% |