Share price$20.58
1D+0.2%
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Market dataready · fetched 2026-10-16T01:01:36.218Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.003167746Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:35.776436+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.69 | 261.9% | 16.1% | 19.68 | 113.2% | 4.9% |
| 25Δ | 20.93 | 59.7% | 2.4% | 20.09 | 90.1% | 3.3% |
| 30Δ | 20.74 | 83.5% | 2.4% | 20.23 | 104.0% | 3.2% |
| 35Δ | 20.54 | 107.3% | 2.4% | 20.38 | 117.9% | 3.1% |
| 40Δ | 20.35 | 131.1% | 2.4% | 20.52 | 131.8% | 3.1% |
| 45Δ | 20.15 | 154.9% | 2.4% | 20.66 | 145.7% | 3.0% |
| 50Δ | 19.95 | 178.7% | 2.3% | 20.81 | 159.6% | 2.9% |
| 55Δ | 19.76 | 202.5% | 2.3% | 20.95 | 173.5% | 2.8% |
| 60Δ | 19.56 | 226.2% | 2.3% | 21.41 | 212.3% | 2.7% |
| 65Δ | 19.36 | 250.0% | 2.3% | 22.02 | 264.0% | 2.6% |
| 70Δ | 19.17 | 273.8% | 2.3% | 22.64 | 315.6% | 2.5% |
| 75Δ | 18.93 | 295.5% | 2.2% | 22.21 | 209.6% | 1.5% |
| 80Δ | 18.41 | 304.6% | 1.7% | 25.65 | 484.4% | 2.2% |