Share price$23.19
1D-0.2%
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 2026-10-20T06:06:45.094Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:59:23.113253572Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:44.421179+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.01 | 28.0% | 8.7% | 21.74 | 29.2% | 7.3% |
| 25Δ | 24.72 | 28.7% | 7.8% | 21.98 | 31.0% | 6.6% |
| 30Δ | 24.43 | 29.3% | 6.9% | 22.41 | 26.4% | 4.9% |
| 35Δ | 24.15 | 29.4% | 6.0% | 22.66 | 27.3% | 4.3% |
| 40Δ | 23.87 | 29.1% | 5.2% | 22.87 | 29.9% | 4.1% |
| 45Δ | 23.60 | 28.4% | 4.4% | 23.10 | 31.5% | 3.7% |
| 50Δ | 23.34 | 30.2% | 4.0% | 23.37 | 31.6% | 3.2% |
| 55Δ | 23.08 | 33.4% | 3.8% | 23.63 | 31.1% | 2.6% |
| 60Δ | 22.75 | 37.8% | 3.7% | 23.89 | 30.2% | 2.1% |
| 65Δ | 22.42 | 40.0% | 3.3% | 24.15 | 29.5% | 1.6% |
| 70Δ | 22.17 | 36.1% | 2.5% | 24.41 | 28.8% | 1.2% |
| 75Δ | 21.85 | 34.4% | 1.9% | 24.77 | 29.6% | 0.9% |
| 80Δ | 21.38 | 36.7% | 1.6% | 25.17 | 30.2% | 0.6% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 30.38% | 2.38 pp | 7.30% |