Share price$26.56
1D+2.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:04:02.798Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:00.140478748Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.23 | 408.6% | 27.3% | 26.09 | 42.5% | 2.1% |
| 25Δ | 34.69 | 501.1% | 33.4% | 26.17 | 45.8% | 2.0% |
| 30Δ | 28.55 | 150.2% | 8.6% | 26.24 | 49.0% | 1.8% |
| 35Δ | 26.92 | 59.7% | 2.1% | 26.32 | 52.3% | 1.7% |
| 40Δ | 26.81 | 57.0% | 1.8% | 26.40 | 55.5% | 1.5% |
| 45Δ | 26.70 | 54.2% | 1.5% | 26.48 | 58.8% | 1.4% |
| 50Δ | 26.59 | 51.5% | 1.2% | 26.98 | 91.4% | 1.4% |
| 55Δ | 26.49 | 49.0% | 0.9% | 27.64 | 135.0% | 1.6% |
| 60Δ | 26.40 | 47.9% | 0.8% | 28.30 | 178.5% | 1.7% |
| 65Δ | 26.32 | 46.7% | 0.7% | 28.95 | 222.1% | 1.8% |
| 70Δ | 26.23 | 45.6% | 0.5% | 29.61 | 265.7% | 1.9% |
| 75Δ | 26.14 | 44.4% | 0.4% | 30.27 | 309.3% | 2.1% |
| 80Δ | 26.06 | 43.3% | 0.3% | 32.81 | 410.8% | 2.1% |