Share price$20.58
1D+0.2%
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Market dataready · fetched 2026-10-16T00:19:18.053Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.003167746Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:17.561320+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.28 | 66.5% | 25.1% | 18.60 | 53.9% | 12.3% |
| 25Δ | 23.69 | 55.6% | 17.5% | 18.16 | 82.9% | 16.6% |
| 30Δ | 22.47 | 46.0% | 11.8% | 19.08 | 56.8% | 10.8% |
| 35Δ | 23.95 | 89.5% | 22.1% | 20.09 | 25.5% | 4.4% |
| 40Δ | 22.67 | 65.7% | 14.9% | 20.29 | 24.7% | 3.8% |
| 45Δ | 21.29 | 39.5% | 7.2% | 20.48 | 23.9% | 3.2% |
| 50Δ | 20.74 | 38.8% | 5.5% | 20.68 | 23.1% | 2.6% |
| 55Δ | 20.40 | 44.8% | 5.4% | 20.88 | 22.2% | 2.0% |
| 60Δ | 20.07 | 50.9% | 5.3% | 22.18 | 63.0% | 4.6% |
| 65Δ | 19.65 | 52.0% | 4.6% | 23.04 | 67.5% | 4.0% |
| 70Δ | 19.21 | 51.9% | 3.8% | 23.89 | 72.0% | 3.4% |
| 75Δ | 18.79 | 50.7% | 3.0% | 25.09 | 71.6% | 2.4% |
| 80Δ | 18.39 | 48.2% | 2.3% | 27.63 | 93.7% | 2.4% |