Share price$33.00
1D-3.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:32:56.712Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:13:09.941888926Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:56.314892+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.12 | 278.9% | 16.9% | 36.62 | -209.3% | 11.0% |
| 25Δ | 35.52 | 184.2% | 8.9% | 42.92 | -583.5% | 30.0% |
| 30Δ | 34.58 | 180.9% | 7.0% | 49.21 | -957.8% | 49.1% |
| 35Δ | 34.05 | 200.4% | 6.6% | 55.51 | -1332.0% | 68.2% |
| 40Δ | 33.52 | 219.8% | 6.1% | 61.80 | -1706.2% | 87.3% |
| 45Δ | 32.99 | 239.2% | 5.7% | 68.09 | -2080.4% | 106.3% |
| 50Δ | 32.46 | 258.7% | 5.3% | 74.39 | -2454.7% | 125.4% |
| 55Δ | 31.93 | 278.1% | 4.8% | 80.68 | -2828.9% | 144.5% |
| 60Δ | 31.40 | 297.5% | 4.4% | 86.98 | -3203.1% | 163.6% |
| 65Δ | 30.87 | 316.9% | 4.0% | 93.27 | -3577.4% | 182.6% |
| 70Δ | 30.34 | 336.4% | 3.5% | 99.57 | -3951.6% | 201.7% |
| 75Δ | 29.14 | 402.5% | 3.3% | 105.86 | -4325.8% | 220.8% |
| 80Δ | 26.76 | 551.7% | 3.4% | 112.15 | -4700.1% | 239.8% |