Share price$24.60
1D+0.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:19:10.523Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:54:43.877982781Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:09.044331+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.31 | 44.0% | 16.5% | 22.45 | 38.7% | 10.2% |
| 25Δ | 27.16 | 39.8% | 12.2% | 22.89 | 38.3% | 9.0% |
| 30Δ | 26.70 | 39.7% | 10.9% | 23.29 | 38.5% | 8.1% |
| 35Δ | 26.24 | 39.6% | 9.6% | 23.69 | 38.6% | 7.1% |
| 40Δ | 25.78 | 39.5% | 8.3% | 24.08 | 38.8% | 6.2% |
| 45Δ | 25.32 | 39.4% | 6.9% | 24.48 | 39.0% | 5.2% |
| 50Δ | 24.89 | 39.2% | 5.8% | 24.88 | 39.2% | 4.2% |
| 55Δ | 24.51 | 38.6% | 5.1% | 25.21 | 37.9% | 3.6% |
| 60Δ | 24.13 | 37.9% | 4.4% | 25.52 | 35.9% | 3.1% |
| 65Δ | 23.75 | 37.3% | 3.8% | 25.82 | 33.9% | 2.6% |
| 70Δ | 23.37 | 36.6% | 3.1% | 26.12 | 32.0% | 2.1% |
| 75Δ | 23.00 | 36.0% | 2.4% | 26.43 | 30.0% | 1.6% |
| 80Δ | 22.62 | 35.3% | 1.7% | 26.73 | 28.0% | 1.1% |