Share price$25.89
1D-2.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T21:48:01.878Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T21:32:13.833823225Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.85 | 58.8% | 8.5% | 22.78 | 122.6% | 14.0% |
| 25Δ | 29.25 | 113.6% | 15.1% | 23.98 | 83.6% | 9.0% |
| 30Δ | 27.20 | 53.4% | 6.3% | 24.73 | 58.3% | 5.9% |
| 35Δ | 26.40 | 32.5% | 3.0% | 25.47 | 33.0% | 2.7% |
| 40Δ | 26.24 | 32.3% | 2.6% | 25.64 | 33.1% | 2.3% |
| 45Δ | 26.09 | 32.1% | 2.2% | 25.79 | 34.1% | 2.1% |
| 50Δ | 25.94 | 31.4% | 1.9% | 25.94 | 35.1% | 1.8% |
| 55Δ | 25.82 | 30.0% | 1.6% | 26.13 | 37.0% | 1.6% |
| 60Δ | 25.69 | 28.6% | 1.3% | 26.33 | 39.4% | 1.4% |
| 65Δ | 25.56 | 27.2% | 1.0% | 26.53 | 41.2% | 1.2% |
| 70Δ | 23.99 | 127.3% | 3.8% | 26.70 | 39.4% | 1.0% |
| 75Δ | 23.58 | 114.7% | 2.7% | 26.87 | 37.7% | 0.7% |
| 80Δ | 24.90 | 36.2% | 0.7% | 27.16 | 38.1% | 0.5% |