Share price$29.35
1D+9.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:04:12.706Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:03:59.850083609Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:12.215389+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.39 | 265.4% | 18.5% | 28.14 | 97.8% | 4.7% |
| 25Δ | 30.70 | 119.9% | 5.5% | 28.41 | 95.8% | 4.0% |
| 30Δ | 30.38 | 117.2% | 4.6% | 28.63 | 95.2% | 3.5% |
| 35Δ | 30.10 | 114.1% | 3.9% | 28.83 | 95.3% | 3.0% |
| 40Δ | 29.85 | 112.3% | 3.3% | 29.02 | 95.5% | 2.6% |
| 45Δ | 29.63 | 111.2% | 2.9% | 29.21 | 96.7% | 2.3% |
| 50Δ | 29.41 | 110.2% | 2.4% | 29.40 | 97.9% | 2.0% |
| 55Δ | 29.20 | 109.4% | 2.0% | 29.60 | 100.9% | 1.7% |
| 60Δ | 28.98 | 109.0% | 1.7% | 29.83 | 106.1% | 1.5% |
| 65Δ | 28.73 | 113.6% | 1.5% | 30.41 | 146.9% | 1.7% |
| 70Δ | 28.48 | 117.6% | 1.2% | 31.80 | 259.5% | 2.4% |
| 75Δ | 28.23 | 115.2% | 1.0% | 31.04 | 142.0% | 1.0% |
| 80Δ | 27.96 | 114.1% | 0.7% | 33.36 | 267.8% | 1.4% |