Share price$21.81
1D+3.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T21:47:57.295Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T20:10:00.004661356Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:47:56.814346+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.39 | 197.6% | 140.2% | 18.13 | 85.4% | 20.5% |
| 25Δ | 41.54 | 152.9% | 95.0% | 18.89 | 88.3% | 18.4% |
| 30Δ | 31.68 | 108.2% | 49.9% | 19.65 | 91.2% | 16.4% |
| 35Δ | 24.74 | 77.0% | 18.4% | 20.40 | 90.8% | 14.3% |
| 40Δ | 23.94 | 73.9% | 15.6% | 21.13 | 87.7% | 12.3% |
| 45Δ | 23.15 | 70.8% | 12.7% | 21.87 | 84.6% | 10.3% |
| 50Δ | 22.39 | 68.3% | 10.1% | 22.60 | 81.7% | 8.3% |
| 55Δ | 21.80 | 68.5% | 8.8% | 23.29 | 79.8% | 7.1% |
| 60Δ | 21.20 | 68.7% | 7.5% | 23.97 | 77.9% | 5.8% |
| 65Δ | 20.61 | 68.9% | 6.2% | 24.65 | 76.0% | 4.6% |
| 70Δ | 20.02 | 69.0% | 4.9% | 26.35 | 81.2% | 3.6% |
| 75Δ | 19.51 | 64.7% | 4.1% | 29.11 | 93.8% | 3.0% |
| 80Δ | 19.00 | 60.1% | 3.2% | 31.86 | 106.4% | 2.4% |