Share price$24.33
1D-2.3%
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 2026-10-16T01:04:19.951Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T00:00:00.136160809Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.70 | 55.1% | 19.7% | 21.50 | 51.3% | 13.5% |
| 25Δ | 27.33 | 47.4% | 14.4% | 22.25 | 46.5% | 10.8% |
| 30Δ | 26.48 | 42.7% | 11.2% | 23.00 | 41.7% | 8.1% |
| 35Δ | 25.85 | 40.3% | 9.1% | 23.41 | 41.9% | 7.2% |
| 40Δ | 25.45 | 41.0% | 8.1% | 23.82 | 42.1% | 6.2% |
| 45Δ | 25.05 | 41.8% | 7.1% | 24.23 | 41.8% | 5.3% |
| 50Δ | 24.64 | 41.2% | 6.1% | 24.62 | 41.0% | 4.4% |
| 55Δ | 24.24 | 40.3% | 5.1% | 25.02 | 40.3% | 3.6% |
| 60Δ | 23.84 | 39.8% | 4.2% | 25.42 | 39.9% | 3.0% |
| 65Δ | 23.44 | 39.9% | 3.6% | 25.82 | 39.5% | 2.3% |
| 70Δ | 23.05 | 40.0% | 2.9% | 26.36 | 40.6% | 1.9% |
| 75Δ | 22.35 | 46.1% | 2.7% | 27.00 | 43.1% | 1.5% |
| 80Δ | 21.45 | 51.8% | 2.3% | 28.17 | 48.8% | 1.1% |