Share price$32.82
1D-2.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:18:35.550Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.002017358Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:34.890546+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.10 | 22.8% | 7.7% | 30.67 | 28.2% | 7.6% |
| 25Δ | 34.68 | 22.6% | 6.7% | 31.16 | 27.9% | 6.4% |
| 30Δ | 34.29 | 22.3% | 5.8% | 31.56 | 28.1% | 5.6% |
| 35Δ | 33.92 | 22.1% | 5.0% | 31.96 | 28.3% | 4.8% |
| 40Δ | 33.63 | 22.2% | 4.4% | 32.34 | 28.2% | 4.2% |
| 45Δ | 33.33 | 22.3% | 3.9% | 32.71 | 28.1% | 3.5% |
| 50Δ | 33.03 | 22.4% | 3.3% | 33.09 | 28.3% | 3.0% |
| 55Δ | 32.73 | 22.6% | 2.9% | 33.52 | 29.8% | 2.6% |
| 60Δ | 32.42 | 22.8% | 2.6% | 33.95 | 31.3% | 2.3% |
| 65Δ | 32.12 | 23.1% | 2.2% | 34.50 | 32.8% | 1.9% |
| 70Δ | 31.78 | 23.1% | 1.8% | 35.10 | 34.6% | 1.5% |
| 75Δ | 31.44 | 23.0% | 1.5% | 36.01 | 38.5% | 1.3% |
| 80Δ | 31.09 | 22.8% | 1.2% | 37.58 | 45.7% | 1.1% |