Share price$29.21
1D-4.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T21:51:18.457Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T20:10:00.004056476Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:51:17.054674+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.73 | 108.9% | 46.1% | 23.18 | 118.6% | 25.4% |
| 25Δ | 42.07 | 133.1% | 49.2% | 25.57 | 75.3% | 16.4% |
| 30Δ | 43.75 | 162.5% | 57.2% | 26.41 | 72.0% | 14.3% |
| 35Δ | 38.42 | 135.5% | 39.3% | 27.25 | 68.7% | 12.3% |
| 40Δ | 34.32 | 113.0% | 25.6% | 28.08 | 65.4% | 10.3% |
| 45Δ | 32.40 | 98.6% | 19.4% | 28.92 | 62.0% | 8.3% |
| 50Δ | 30.49 | 84.1% | 13.2% | 29.76 | 58.7% | 6.3% |
| 55Δ | 29.23 | 82.8% | 10.7% | |||
| 60Δ | 28.19 | 86.1% | 9.4% | |||
| 65Δ | 27.14 | 89.4% | 8.1% | |||
| 70Δ | 26.10 | 92.7% | 6.8% | |||
| 75Δ | 25.06 | 96.0% | 5.5% | |||
| 80Δ | 23.71 | 98.1% | 4.3% | |||