Share price$30.00
1D+7.1%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-15T20:03:49.886Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:03:05.832637285Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:18.165640+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.30 | 92.5% | 4.9% | 28.89 | 85.5% | 4.2% |
| 25Δ | 31.05 | 93.3% | 4.2% | 29.12 | 84.8% | 3.6% |
| 30Δ | 30.83 | 93.5% | 3.7% | 29.30 | 83.8% | 3.2% |
| 35Δ | 30.62 | 93.5% | 3.2% | 29.49 | 82.8% | 2.8% |
| 40Δ | 30.42 | 93.3% | 2.8% | 29.67 | 81.9% | 2.4% |
| 45Δ | 30.23 | 92.9% | 2.4% | 29.85 | 80.9% | 2.0% |
| 50Δ | 30.04 | 92.4% | 2.0% | 30.03 | 80.3% | 1.6% |
| 55Δ | 29.84 | 92.8% | 1.7% | 30.20 | 81.6% | 1.4% |
| 60Δ | 29.64 | 93.4% | 1.5% | 30.37 | 82.9% | 1.2% |
| 65Δ | 29.44 | 94.0% | 1.3% | 30.54 | 83.2% | 1.0% |
| 70Δ | 29.24 | 94.6% | 1.0% | 30.70 | 80.1% | 0.8% |
| 75Δ | 29.04 | 95.2% | 0.8% | 30.86 | 77.1% | 0.6% |
| 80Δ | 28.84 | 95.8% | 0.5% | 31.34 | 91.8% | 0.5% |