Share price$27.39
1D+2.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:02:45.562Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:26.239619828Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:52:52.623195+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.24 | 790.4% | 58.1% | 25.75 | 143.7% | 6.8% |
| 25Δ | 35.49 | 569.7% | 33.2% | 27.05 | 38.2% | 1.6% |
| 30Δ | 33.11 | 410.7% | 23.6% | 27.12 | 42.5% | 1.5% |
| 35Δ | 30.73 | 251.8% | 14.0% | 27.20 | 46.7% | 1.4% |
| 40Δ | 28.35 | 92.9% | 4.4% | 27.28 | 50.9% | 1.3% |
| 45Δ | 27.45 | 36.6% | 0.9% | 27.36 | 55.2% | 1.3% |
| 50Δ | 27.38 | 37.4% | 0.8% | 27.43 | 59.4% | 1.2% |
| 55Δ | 27.30 | 38.3% | 0.7% | 27.64 | 72.4% | 1.2% |
| 60Δ | 27.22 | 39.2% | 0.6% | 28.57 | 136.7% | 1.4% |
| 65Δ | 27.15 | 40.1% | 0.5% | 29.50 | 201.0% | 1.7% |
| 70Δ | 27.07 | 41.0% | 0.4% | 30.43 | 265.3% | 2.0% |
| 75Δ | 26.98 | 43.1% | 0.3% | 31.36 | 329.6% | 2.3% |
| 80Δ | 26.65 | 61.3% | 0.4% | 30.82 | 242.8% | 1.3% |