Share price$32.82
1D-2.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:00:50.668Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.002017358Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:00:50.316008+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.77 | 61.5% | 3.2% | 31.89 | 64.8% | 3.2% |
| 25Δ | 33.55 | 53.0% | 2.5% | 32.20 | 50.5% | 2.2% |
| 30Δ | 33.33 | 44.5% | 1.9% | 32.50 | 36.5% | 1.3% |
| 35Δ | 33.11 | 36.0% | 1.3% | 32.58 | 36.8% | 1.2% |
| 40Δ | 32.97 | 31.3% | 0.9% | 32.67 | 37.1% | 1.1% |
| 45Δ | 32.90 | 30.7% | 0.8% | 32.75 | 37.3% | 0.9% |
| 50Δ | 32.84 | 30.1% | 0.7% | 32.83 | 37.6% | 0.8% |
| 55Δ | 32.77 | 29.6% | 0.6% | 32.91 | 37.9% | 0.7% |
| 60Δ | 32.71 | 29.0% | 0.5% | 33.00 | 38.2% | 0.6% |
| 65Δ | 32.64 | 28.4% | 0.4% | 33.35 | 49.8% | 0.5% |
| 70Δ | 32.58 | 27.8% | 0.3% | 33.72 | 61.9% | 0.5% |
| 75Δ | 32.51 | 27.2% | 0.2% | 34.09 | 74.0% | 0.4% |
| 80Δ | 32.12 | 40.5% | 0.2% | 34.45 | 86.1% | 0.4% |