Share price$36.06
1D+1.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:18:27.958Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T21:53:12.892966644Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:27.157949+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.60 | 61.6% | 22.8% | 31.67 | 55.2% | 14.3% |
| 25Δ | 41.37 | 54.8% | 17.1% | 32.73 | 54.3% | 12.1% |
| 30Δ | 39.92 | 51.4% | 13.5% | 33.54 | 54.6% | 10.7% |
| 35Δ | 39.07 | 50.8% | 11.8% | 34.36 | 55.0% | 9.3% |
| 40Δ | 38.21 | 50.3% | 10.1% | 35.15 | 54.7% | 7.9% |
| 45Δ | 37.37 | 50.5% | 8.6% | 35.84 | 52.0% | 6.7% |
| 50Δ | 36.61 | 54.7% | 8.0% | 36.53 | 49.2% | 5.5% |
| 55Δ | 35.85 | 58.8% | 7.3% | 37.23 | 46.5% | 4.3% |
| 60Δ | 35.09 | 62.9% | 6.7% | 37.92 | 45.0% | 3.4% |
| 65Δ | 34.23 | 62.2% | 5.6% | 38.60 | 44.2% | 2.7% |
| 70Δ | 33.35 | 60.8% | 4.5% | 39.28 | 43.3% | 2.1% |
| 75Δ | 32.47 | 59.6% | 3.4% | 39.97 | 42.5% | 1.4% |
| 80Δ | 31.15 | 63.0% | 2.8% | 41.35 | 45.3% | 1.0% |