Share price$36.57
1D+1.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:04:56.731Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:04.229071135Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:56.319788+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.71 | 378.9% | 26.6% | 33.40 | 171.4% | 9.8% |
| 25Δ | 39.47 | 147.3% | 8.8% | 33.86 | 165.1% | 8.8% |
| 30Δ | 37.34 | 76.0% | 3.0% | 34.31 | 158.8% | 7.9% |
| 35Δ | 37.11 | 78.7% | 2.8% | 34.77 | 152.5% | 7.0% |
| 40Δ | 36.87 | 81.4% | 2.5% | 35.22 | 146.2% | 6.0% |
| 45Δ | 36.64 | 84.1% | 2.3% | 35.68 | 139.9% | 5.1% |
| 50Δ | 36.40 | 86.8% | 2.0% | 36.13 | 133.6% | 4.2% |
| 55Δ | 36.17 | 89.6% | 1.8% | 36.59 | 127.3% | 3.2% |
| 60Δ | 35.94 | 92.3% | 1.6% | 37.04 | 121.0% | 2.3% |
| 65Δ | 35.70 | 95.0% | 1.3% | 37.49 | 114.7% | 1.4% |
| 70Δ | 35.47 | 97.7% | 1.1% | 37.95 | 108.4% | 0.4% |
| 75Δ | 35.23 | 100.4% | 0.9% | 38.40 | 102.1% | 0.5% |
| 80Δ | 35.00 | 103.2% | 0.6% | 38.86 | 95.8% | 1.4% |