Share price$25.58
1D-1.7%
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Market dataready · fetched 2026-10-20T06:07:43.263Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-20T00:00:00.094976818Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.46 | 104.4% | 41.6% | 23.39 | 40.3% | 9.9% |
| 25Δ | 27.44 | 31.8% | 8.6% | 24.11 | 34.1% | 7.3% |
| 30Δ | 27.11 | 32.8% | 7.7% | 24.50 | 33.7% | 6.2% |
| 35Δ | 26.80 | 34.1% | 7.0% | 24.84 | 33.0% | 5.3% |
| 40Δ | 26.49 | 35.6% | 6.3% | 25.16 | 33.7% | 4.6% |
| 45Δ | 26.13 | 34.7% | 5.4% | 25.47 | 35.5% | 4.2% |
| 50Δ | 25.80 | 32.2% | 4.4% | 25.79 | 34.8% | 3.5% |
| 55Δ | 25.48 | 29.0% | 3.4% | 26.13 | 34.5% | 2.9% |
| 60Δ | 25.15 | 32.7% | 3.2% | 26.48 | 35.3% | 2.4% |
| 65Δ | 24.79 | 35.2% | 2.9% | 26.86 | 35.6% | 2.0% |
| 70Δ | 24.11 | 46.4% | 3.0% | 27.54 | 40.5% | 1.7% |
| 75Δ | 23.26 | 59.3% | 3.2% | 28.74 | 47.9% | 1.5% |
| 80Δ | 22.31 | 64.0% | 2.5% | 28.53 | 40.3% | 0.9% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 32.97% | 2.37 pp | 7.84% |