Share price$24.67
1D+1.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:05:46.505Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:05:39.623408716Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.17 | 166.5% | 11.0% | 21.35 | 382.5% | 15.7% |
| 25Δ | 35.41 | 722.1% | 47.7% | 23.74 | 105.5% | 4.6% |
| 30Δ | 34.21 | 645.5% | 42.4% | 24.19 | 62.7% | 2.5% |
| 35Δ | 33.01 | 569.0% | 37.2% | 24.58 | 40.0% | 1.1% |
| 40Δ | 31.81 | 492.4% | 32.0% | 24.84 | 63.5% | 1.2% |
| 45Δ | 30.61 | 415.8% | 26.8% | 25.10 | 86.9% | 1.3% |
| 50Δ | 29.41 | 339.3% | 21.6% | 25.36 | 110.4% | 1.4% |
| 55Δ | 28.21 | 262.7% | 16.4% | 25.62 | 133.8% | 1.5% |
| 60Δ | 27.01 | 186.1% | 11.2% | 25.88 | 157.3% | 1.6% |
| 65Δ | 25.81 | 109.5% | 6.0% | 26.14 | 180.7% | 1.7% |
| 70Δ | 24.61 | 33.0% | 0.7% | 26.40 | 204.1% | 1.8% |
| 75Δ | 24.37 | 30.7% | 0.2% | 27.01 | 234.9% | 1.7% |
| 80Δ | 24.23 | 35.9% | 0.2% | 27.50 | 229.9% | 1.3% |