Share price$22.45
1D+3.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:33:30.236Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:32:12.682305471Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:29.521753+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.42 | 405.4% | 24.3% | 21.96 | 50.2% | 2.5% |
| 25Δ | 23.81 | 147.7% | 7.1% | 22.07 | 46.2% | 2.1% |
| 30Δ | 22.90 | 70.6% | 2.8% | 22.14 | 44.5% | 1.8% |
| 35Δ | 22.80 | 73.6% | 2.5% | 22.22 | 42.8% | 1.6% |
| 40Δ | 22.69 | 76.5% | 2.3% | 22.29 | 41.0% | 1.3% |
| 45Δ | 22.58 | 79.4% | 2.0% | 22.37 | 39.3% | 1.1% |
| 50Δ | 22.46 | 84.0% | 1.8% | 22.44 | 37.6% | 0.8% |
| 55Δ | 22.30 | 94.3% | 1.7% | 22.55 | 40.6% | 0.7% |
| 60Δ | 22.14 | 104.6% | 1.6% | 22.80 | 64.2% | 0.8% |
| 65Δ | 21.97 | 114.9% | 1.5% | 23.05 | 87.7% | 0.9% |
| 70Δ | 21.72 | 125.2% | 1.3% | 23.30 | 111.2% | 1.0% |
| 75Δ | 21.43 | 137.9% | 1.1% | 23.58 | 131.1% | 1.0% |
| 80Δ | 20.88 | 173.3% | 1.1% | 23.94 | 138.6% | 0.8% |