Share price$38.67
1D-2.4%
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Market dataready · fetched 2026-10-20T06:06:43.916Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:57:30.395651546Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:43.450918+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.29 | 78.1% | 29.6% | 33.76 | 63.4% | 14.9% |
| 25Δ | 43.98 | 56.7% | 16.0% | 34.98 | 60.7% | 12.4% |
| 30Δ | 43.03 | 56.8% | 14.3% | 35.85 | 59.6% | 11.0% |
| 35Δ | 42.09 | 56.9% | 12.6% | 36.72 | 58.5% | 9.6% |
| 40Δ | 41.14 | 57.0% | 10.8% | 37.60 | 57.3% | 8.2% |
| 45Δ | 40.19 | 57.1% | 9.1% | 38.47 | 56.2% | 6.7% |
| 50Δ | 39.30 | 53.6% | 7.3% | 39.46 | 60.9% | 6.0% |
| 55Δ | 38.51 | 51.7% | 6.1% | 40.64 | 67.8% | 5.7% |
| 60Δ | 37.77 | 51.1% | 5.3% | 41.81 | 69.0% | 4.8% |
| 65Δ | 37.03 | 50.5% | 4.4% | 42.99 | 70.1% | 4.0% |
| 70Δ | 36.29 | 49.9% | 3.6% | 44.13 | 70.4% | 3.2% |
| 75Δ | 35.55 | 49.2% | 2.8% | 45.04 | 66.3% | 2.2% |
| 80Δ | 34.78 | 48.6% | 2.0% | 46.93 | 67.6% | 1.6% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 56.41% | 3.95 pp | 13.71% |