Share price$43.05
1D+2.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T21:02:23.718Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:10:00.001506377Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:22.593109+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 61.19 | 454.2% | 44.0% | 40.78 | 117.4% | 6.4% |
| 25Δ | 59.65 | 429.8% | 40.8% | 41.18 | 118.5% | 5.9% |
| 30Δ | 58.12 | 405.4% | 37.6% | 41.57 | 119.5% | 5.4% |
| 35Δ | 56.58 | 381.0% | 34.5% | 41.97 | 120.6% | 4.9% |
| 40Δ | 55.04 | 356.6% | 31.3% | 42.36 | 121.6% | 4.4% |
| 45Δ | 53.51 | 332.2% | 28.1% | 42.76 | 122.6% | 3.9% |
| 50Δ | 51.97 | 307.8% | 25.0% | 43.15 | 123.7% | 3.4% |
| 55Δ | 50.43 | 283.4% | 21.8% | 43.55 | 124.7% | 2.9% |
| 60Δ | 48.89 | 259.0% | 18.7% | 43.95 | 125.8% | 2.4% |
| 65Δ | 47.36 | 234.6% | 15.5% | 44.34 | 126.8% | 1.9% |
| 70Δ | 45.82 | 210.3% | 12.3% | 44.74 | 127.9% | 1.4% |
| 75Δ | 44.28 | 185.9% | 9.2% | 45.89 | 157.2% | 1.1% |
| 80Δ | 42.75 | 161.5% | 6.0% | 48.59 | 243.3% | 1.2% |