Share price$22.70
1D+5.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:02:49.956Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:00.613524522Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:51.800687+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.64 | 395.9% | 23.9% | 22.08 | 62.0% | 3.1% |
| 25Δ | 25.41 | 283.9% | 14.0% | 22.20 | 61.5% | 2.7% |
| 30Δ | 23.56 | 104.5% | 4.7% | 22.31 | 61.1% | 2.4% |
| 35Δ | 22.95 | 50.5% | 1.7% | 22.43 | 60.6% | 2.0% |
| 40Δ | 22.87 | 50.8% | 1.5% | 22.57 | 68.0% | 1.8% |
| 45Δ | 22.79 | 51.0% | 1.4% | 22.77 | 89.8% | 1.8% |
| 50Δ | 22.71 | 51.3% | 1.2% | 22.97 | 111.6% | 1.9% |
| 55Δ | 22.63 | 51.6% | 1.0% | 23.17 | 133.4% | 2.0% |
| 60Δ | 22.55 | 51.9% | 0.8% | 23.36 | 155.2% | 2.1% |
| 65Δ | 22.46 | 53.5% | 0.7% | 23.05 | 71.9% | 0.9% |
| 70Δ | 22.32 | 57.9% | 0.6% | 24.07 | 193.6% | 1.8% |
| 75Δ | 22.18 | 62.3% | 0.5% | 25.14 | 261.6% | 1.9% |
| 80Δ | 22.04 | 66.7% | 0.4% | 27.31 | 375.2% | 2.0% |