Share price$39.63
1D+1.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:33:33.437Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:10:00.00251822Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:32.934685+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.74 | 357.1% | 31.6% | 33.58 | 383.4% | 17.1% |
| 25Δ | 47.95 | 256.6% | 21.9% | 36.93 | 180.4% | 7.8% |
| 30Δ | 44.17 | 156.2% | 12.2% | 39.06 | 55.0% | 2.0% |
| 35Δ | 40.38 | 55.8% | 2.5% | 39.21 | 56.3% | 1.8% |
| 40Δ | 39.34 | 145.9% | 4.2% | 39.37 | 57.6% | 1.7% |
| 45Δ | 38.60 | 257.1% | 7.1% | 39.52 | 58.8% | 1.5% |
| 50Δ | 37.86 | 368.4% | 10.1% | 39.68 | 60.1% | 1.3% |
| 55Δ | 37.12 | 479.6% | 13.0% | 39.83 | 61.4% | 1.1% |
| 60Δ | 36.39 | 590.9% | 16.0% | 39.99 | 62.7% | 0.9% |
| 65Δ | 35.65 | 702.1% | 18.9% | 40.84 | 93.0% | 0.9% |
| 70Δ | 35.31 | 741.8% | 19.9% | 41.76 | 125.8% | 0.9% |
| 75Δ | 37.86 | 258.4% | 6.4% | 42.67 | 158.5% | 0.9% |
| 80Δ | 32.48 | 590.9% | 15.0% | 43.58 | 191.2% | 1.0% |