Share price$34.77
1D+3.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:05:16.041Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:55:54.681078862Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:05:15.420978+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.77 | 87.7% | 34.4% | 28.27 | 96.1% | 22.6% |
| 25Δ | 44.08 | 90.7% | 30.5% | 30.07 | 88.7% | 18.3% |
| 30Δ | 42.55 | 93.9% | 27.2% | 31.33 | 88.8% | 16.2% |
| 35Δ | 40.23 | 86.4% | 21.2% | 32.59 | 88.6% | 14.0% |
| 40Δ | 38.81 | 86.2% | 18.3% | 33.75 | 84.7% | 11.9% |
| 45Δ | 37.49 | 86.8% | 15.7% | 34.91 | 80.8% | 9.7% |
| 50Δ | 36.32 | 91.4% | 14.3% | 36.15 | 82.5% | 8.5% |
| 55Δ | 35.16 | 96.0% | 12.8% | 37.40 | 84.6% | 7.3% |
| 60Δ | 33.90 | 92.1% | 10.4% | 38.94 | 87.7% | 6.3% |
| 65Δ | 32.62 | 87.0% | 8.0% | 40.47 | 89.3% | 5.3% |
| 70Δ | 31.24 | 90.7% | 6.7% | 41.91 | 87.6% | 4.1% |
| 75Δ | 29.82 | 95.2% | 5.6% | 43.41 | 85.5% | 3.1% |
| 80Δ | 28.19 | 98.1% | 4.3% | 44.98 | 83.0% | 2.1% |