Share price$34.77
1D+3.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:53:43.465Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:55:54.681078862Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:53:42.938351+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.05 | 195.7% | 10.4% | 32.78 | 148.4% | 6.6% |
| 25Δ | 36.43 | 122.4% | 5.7% | 31.87 | 318.6% | 10.7% |
| 30Δ | 36.44 | 158.7% | 6.3% | 33.85 | 106.6% | 3.7% |
| 35Δ | 36.05 | 146.6% | 5.4% | 34.16 | 92.4% | 3.0% |
| 40Δ | 35.59 | 127.8% | 4.1% | 34.37 | 91.8% | 2.6% |
| 45Δ | 35.12 | 109.1% | 2.9% | 34.59 | 91.2% | 2.2% |
| 50Δ | 34.72 | 122.9% | 2.5% | 34.80 | 90.6% | 1.9% |
| 55Δ | 34.33 | 148.6% | 2.6% | 35.03 | 90.7% | 1.6% |
| 60Δ | 33.94 | 174.4% | 2.6% | 35.37 | 98.2% | 1.4% |
| 65Δ | 33.55 | 200.1% | 2.6% | 35.72 | 105.7% | 1.2% |
| 70Δ | 33.58 | 130.4% | 1.3% | 36.06 | 113.2% | 1.1% |
| 75Δ | 32.65 | 196.5% | 1.5% | 36.40 | 120.7% | 0.9% |
| 80Δ | 31.50 | 279.2% | 1.5% | 36.04 | 79.4% | 0.4% |