Share price$35.96
1D-1.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T21:50:48.879Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T20:00:03.038535883Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:50:48.402948+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.92 | 51.7% | 18.2% | 31.27 | 60.5% | 15.3% |
| 25Δ | 40.81 | 51.6% | 15.7% | 32.61 | 55.7% | 12.2% |
| 30Δ | 39.79 | 51.8% | 13.5% | 33.42 | 56.5% | 10.8% |
| 35Δ | 38.97 | 52.3% | 12.0% | 34.24 | 57.3% | 9.5% |
| 40Δ | 38.16 | 52.8% | 10.5% | 35.04 | 57.8% | 8.2% |
| 45Δ | 37.36 | 53.6% | 9.0% | 35.74 | 54.6% | 6.9% |
| 50Δ | 36.59 | 55.5% | 8.1% | 36.43 | 51.4% | 5.7% |
| 55Δ | 35.81 | 57.4% | 7.2% | 37.13 | 48.2% | 4.4% |
| 60Δ | 35.04 | 59.3% | 6.2% | 37.91 | 47.1% | 3.4% |
| 65Δ | 34.45 | 55.1% | 5.2% | 38.80 | 48.6% | 2.9% |
| 70Δ | 33.87 | 50.6% | 4.1% | 39.68 | 50.0% | 2.3% |
| 75Δ | 33.29 | 46.1% | 3.1% | 40.64 | 50.1% | 1.8% |
| 80Δ | 32.71 | 41.7% | 2.0% | 41.65 | 49.4% | 1.2% |