Share price$22.71
1D+4.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T23:39:33.427Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:01:09.422779464Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T23:36:13.100287+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.38 | 61.8% | 22.5% | 19.65 | 63.8% | 16.0% |
| 25Δ | 26.43 | 60.7% | 19.0% | 20.26 | 65.3% | 14.2% |
| 30Δ | 25.70 | 61.2% | 16.5% | 20.93 | 64.0% | 12.1% |
| 35Δ | 25.05 | 62.0% | 14.4% | 21.52 | 64.5% | 10.6% |
| 40Δ | 24.46 | 63.5% | 12.8% | 22.10 | 65.0% | 9.3% |
| 45Δ | 23.88 | 64.7% | 11.3% | 22.68 | 64.5% | 8.0% |
| 50Δ | 23.28 | 64.9% | 9.7% | 23.27 | 64.0% | 6.7% |
| 55Δ | 22.69 | 64.2% | 8.2% | 23.85 | 63.6% | 5.7% |
| 60Δ | 22.12 | 62.6% | 6.7% | 24.48 | 63.8% | 4.7% |
| 65Δ | 21.51 | 64.3% | 5.7% | 25.15 | 64.1% | 3.8% |
| 70Δ | 20.89 | 66.1% | 4.8% | 25.88 | 64.4% | 3.0% |
| 75Δ | 20.29 | 64.8% | 3.8% | 28.12 | 82.9% | 3.0% |
| 80Δ | 19.66 | 63.1% | 2.8% | 30.51 | 93.7% | 2.4% |