Share price$27.59
1D+1.5%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-15T20:03:20.321Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:03.621053436Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:19.870245+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.94 | 102.8% | 5.5% | 26.59 | 84.8% | 4.1% |
| 25Δ | 28.32 | 68.9% | 3.2% | 26.83 | 79.8% | 3.4% |
| 30Δ | 28.10 | 61.8% | 2.4% | 27.05 | 73.5% | 2.7% |
| 35Δ | 27.94 | 58.4% | 2.0% | 27.21 | 64.0% | 2.1% |
| 40Δ | 27.83 | 58.0% | 1.8% | 27.37 | 54.4% | 1.6% |
| 45Δ | 27.72 | 57.6% | 1.5% | 27.52 | 46.8% | 1.1% |
| 50Δ | 27.61 | 57.2% | 1.3% | 27.61 | 46.9% | 1.0% |
| 55Δ | 27.50 | 56.8% | 1.0% | 27.70 | 47.0% | 0.9% |
| 60Δ | 27.36 | 61.2% | 0.9% | 27.79 | 47.1% | 0.7% |
| 65Δ | 27.21 | 65.7% | 0.8% | 27.88 | 47.2% | 0.6% |
| 70Δ | 27.07 | 70.3% | 0.7% | 27.97 | 47.3% | 0.5% |
| 75Δ | 26.79 | 81.2% | 0.6% | 28.10 | 48.2% | 0.4% |
| 80Δ | 26.39 | 97.5% | 0.6% | 28.25 | 49.5% | 0.3% |