Share price$20.31
1D-1.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T21:48:31.191Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T20:10:00.004004086Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:30.794450+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.59 | 98.7% | 22.1% | |||
| 25Δ | 22.05 | 34.6% | 10.1% | 18.60 | 55.6% | 11.5% |
| 30Δ | 25.57 | 105.7% | 31.2% | 18.45 | 74.2% | 13.9% |
| 35Δ | 23.42 | 81.1% | 20.3% | 19.39 | 43.8% | 7.6% |
| 40Δ | 21.64 | 48.1% | 10.2% | 20.13 | 26.1% | 3.6% |
| 45Δ | 20.86 | 33.7% | 5.9% | 20.50 | 31.1% | 3.5% |
| 50Δ | 20.65 | 29.6% | 4.9% | 20.87 | 36.2% | 3.4% |
| 55Δ | 20.44 | 25.6% | 3.9% | 21.24 | 41.2% | 3.2% |
| 60Δ | 20.23 | 21.5% | 2.8% | 21.60 | 46.3% | 3.1% |
| 65Δ | 20.02 | 17.5% | 1.8% | 21.97 | 51.3% | 3.0% |
| 70Δ | 18.71 | 61.4% | 4.3% | 21.61 | 36.3% | 1.8% |
| 75Δ | 17.72 | 73.0% | 3.9% | 21.19 | 19.6% | 0.6% |
| 80Δ | 16.73 | 84.7% | 3.5% | 23.06 | 43.6% | 1.0% |