Share price$30.00
1D-3.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-17T03:39:11.263Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T23:14:00.757366624Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-17T03:39:10.773668+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.50 | 221.8% | 37.9% | 28.25 | 54.7% | 6.7% |
| 25Δ | 37.18 | 195.8% | 27.4% | 28.80 | 46.1% | 5.0% |
| 30Δ | 33.18 | 105.7% | 12.9% | 29.11 | 44.8% | 4.2% |
| 35Δ | 30.88 | 48.8% | 4.5% | 29.39 | 42.8% | 3.5% |
| 40Δ | 30.64 | 51.2% | 4.1% | 29.63 | 42.6% | 3.0% |
| 45Δ | 30.38 | 52.1% | 3.6% | 29.85 | 43.5% | 2.6% |
| 50Δ | 30.10 | 51.0% | 3.0% | 30.08 | 44.4% | 2.3% |
| 55Δ | 29.83 | 51.0% | 2.6% | 30.33 | 45.3% | 2.0% |
| 60Δ | 29.56 | 51.5% | 2.2% | 30.59 | 46.6% | 1.7% |
| 65Δ | 29.03 | 66.5% | 2.3% | 30.89 | 48.7% | 1.5% |
| 70Δ | 28.62 | 74.3% | 2.2% | 31.15 | 47.7% | 1.2% |
| 75Δ | 27.67 | 96.9% | 2.2% | 31.37 | 45.0% | 0.8% |
| 80Δ | 25.75 | 152.1% | 2.7% | 32.83 | 71.1% | 0.9% |