Share price$39.78
1D+1.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T21:02:29.749Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:47:33.787461612Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:11.293202+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.82 | 384.4% | 33.8% | 34.33 | 346.5% | 15.3% |
| 25Δ | 49.59 | 297.2% | 25.6% | 38.27 | 105.3% | 4.5% |
| 30Δ | 46.36 | 210.0% | 17.3% | 39.14 | 62.2% | 2.3% |
| 35Δ | 43.12 | 122.8% | 9.1% | 39.31 | 64.5% | 2.1% |
| 40Δ | 39.97 | 42.9% | 1.2% | 39.49 | 66.7% | 1.9% |
| 45Δ | 39.14 | 170.1% | 4.6% | 39.66 | 69.0% | 1.7% |
| 50Δ | 38.30 | 297.3% | 7.9% | 39.83 | 71.2% | 1.5% |
| 55Δ | 37.47 | 424.6% | 11.2% | 40.03 | 74.4% | 1.3% |
| 60Δ | 36.63 | 551.8% | 14.5% | 40.86 | 107.2% | 1.3% |
| 65Δ | 35.79 | 679.0% | 17.9% | 41.70 | 139.9% | 1.3% |
| 70Δ | 34.90 | 800.0% | 21.0% | 42.54 | 172.7% | 1.3% |
| 75Δ | 32.75 | 800.0% | 20.6% | 43.38 | 205.4% | 1.3% |
| 80Δ | 30.61 | 800.0% | 20.3% | 45.50 | 283.6% | 1.5% |