Share price$26.61
1D+3.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:04:34.864Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:30.554986216Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:57:03.375058+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.26 | 222.8% | 12.6% | 22.22 | 440.2% | 18.9% |
| 25Δ | 28.61 | 238.6% | 11.8% | 24.49 | 248.1% | 9.9% |
| 30Δ | 27.96 | 254.4% | 11.0% | 25.39 | 211.8% | 7.4% |
| 35Δ | 27.30 | 270.2% | 10.1% | 25.90 | 221.4% | 6.8% |
| 40Δ | 26.65 | 286.1% | 9.3% | 26.41 | 231.1% | 6.2% |
| 45Δ | 26.00 | 301.9% | 8.5% | 26.91 | 240.7% | 5.6% |
| 50Δ | 25.35 | 317.7% | 7.7% | 27.42 | 250.4% | 5.1% |
| 55Δ | 24.69 | 333.5% | 6.9% | 27.93 | 260.1% | 4.5% |
| 60Δ | 24.04 | 349.3% | 6.1% | 28.44 | 269.7% | 3.9% |
| 65Δ | 23.39 | 365.1% | 5.3% | 28.94 | 279.4% | 3.3% |
| 70Δ | 22.74 | 380.9% | 4.5% | 29.45 | 289.0% | 2.7% |
| 75Δ | 22.08 | 396.7% | 3.7% | 29.96 | 298.7% | 2.2% |
| 80Δ | 21.43 | 412.5% | 2.9% | 31.38 | 313.5% | 1.7% |