Share price$27.88
1D-5.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-20T06:08:55.065Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.003444799Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:08:54.610981+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.56 | 121.1% | 46.0% | 20.47 | 182.4% | 34.4% |
| 25Δ | 42.72 | 161.6% | 59.4% | 22.54 | 153.1% | 27.2% |
| 30Δ | 42.31 | 177.1% | 59.5% | 24.62 | 123.8% | 20.1% |
| 35Δ | 37.49 | 148.7% | 42.4% | 25.54 | 110.3% | 16.9% |
| 40Δ | 34.20 | 127.0% | 31.0% | 26.21 | 100.4% | 14.7% |
| 45Δ | 30.91 | 105.4% | 19.5% | 26.87 | 90.5% | 12.5% |
| 50Δ | 29.28 | 97.6% | 14.8% | 27.54 | 80.6% | 10.3% |
| 55Δ | 28.29 | 95.1% | 12.6% | 28.20 | 70.7% | 8.1% |
| 60Δ | 27.30 | 92.7% | 10.5% | 28.87 | 60.8% | 5.9% |
| 65Δ | 26.30 | 90.2% | 8.3% | 29.53 | 50.9% | 3.6% |
| 70Δ | 25.31 | 87.8% | 6.1% | |||
| 75Δ | 24.07 | 93.4% | 4.9% | |||
| 80Δ | 22.71 | 102.7% | 4.1% | |||
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 88.71% | -8.27 pp | 18.86% |