Share price$29.08
1D+8.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:00:19.546Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:54:43.81899431Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:00:18.568515+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.81 | 99.0% | 39.9% | 24.22 | 83.5% | 20.0% |
| 25Δ | 37.61 | 97.4% | 33.3% | 25.31 | 83.6% | 17.5% |
| 30Δ | 35.86 | 96.7% | 28.3% | 26.33 | 83.6% | 15.3% |
| 35Δ | 34.31 | 95.8% | 24.0% | 27.31 | 83.8% | 13.3% |
| 40Δ | 32.95 | 95.5% | 20.6% | 28.28 | 84.1% | 11.6% |
| 45Δ | 31.70 | 95.0% | 17.6% | 29.26 | 85.0% | 10.1% |
| 50Δ | 30.51 | 94.5% | 14.9% | 30.25 | 84.9% | 8.7% |
| 55Δ | 29.39 | 94.1% | 12.5% | 31.27 | 84.6% | 7.3% |
| 60Δ | 28.30 | 94.1% | 10.5% | 32.73 | 90.4% | 6.5% |
| 65Δ | 27.20 | 95.5% | 8.8% | 33.49 | 84.0% | 5.0% |
| 70Δ | 26.20 | 90.3% | 6.7% | 34.67 | 83.3% | 3.9% |
| 75Δ | 25.24 | 86.0% | 5.0% | 37.87 | 99.7% | 3.5% |
| 80Δ | 24.22 | 83.7% | 3.7% | 40.15 | 101.3% | 2.5% |