Share price$21.46
1D+2.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:57.585Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:09.167117883Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:57.093620+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.13 | 201.3% | 13.4% | 18.36 | 378.9% | 16.8% |
| 25Δ | 19.24 | -69.6% | 10.1% | 19.13 | 351.8% | 13.8% |
| 30Δ | 14.34 | -340.5% | 33.1% | 19.89 | 324.7% | 10.8% |
| 35Δ | 9.45 | -611.4% | 55.9% | 20.28 | 303.7% | 9.4% |
| 40Δ | 4.56 | -882.3% | 78.7% | 20.61 | 283.8% | 8.3% |
| 45Δ | -0.33 | -1153.2% | 101.5% | 20.94 | 263.8% | 7.1% |
| 50Δ | -5.22 | -1424.1% | 124.3% | 21.27 | 243.8% | 6.0% |
| 55Δ | -10.12 | -1694.9% | 147.1% | 21.59 | 223.8% | 4.8% |
| 60Δ | -15.01 | -1965.8% | 169.9% | 21.92 | 203.8% | 3.7% |
| 65Δ | -19.90 | -2236.7% | 192.7% | 22.25 | 183.8% | 2.6% |
| 70Δ | -24.79 | -2507.6% | 215.5% | 23.32 | 249.5% | 2.2% |
| 75Δ | -29.69 | -2778.5% | 238.3% | 26.95 | 478.4% | 3.1% |
| 80Δ | -34.58 | -3049.4% | 261.1% | 30.66 | 598.4% | 2.8% |