Share price$41.31
1D-3.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-20T06:08:23.374Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-20T00:00:00.141377395Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 46.35 | 42.3% | 13.5% | 37.31 | 46.4% | 11.3% |
| 25Δ | 45.37 | 42.0% | 11.5% | 38.38 | 42.7% | 9.1% |
| 30Δ | 44.51 | 41.6% | 9.9% | 39.20 | 41.2% | 7.6% |
| 35Δ | 43.77 | 42.0% | 8.7% | 39.83 | 42.4% | 6.7% |
| 40Δ | 43.14 | 43.4% | 7.8% | 40.47 | 42.2% | 5.8% |
| 45Δ | 42.45 | 42.9% | 6.7% | 41.12 | 41.6% | 4.9% |
| 50Δ | 41.76 | 42.3% | 5.7% | 41.75 | 41.3% | 4.1% |
| 55Δ | 41.12 | 42.7% | 4.9% | 42.39 | 41.1% | 3.5% |
| 60Δ | 40.42 | 44.8% | 4.3% | 43.03 | 41.1% | 2.8% |
| 65Δ | 39.70 | 46.3% | 3.8% | 43.78 | 41.9% | 2.3% |
| 70Δ | 38.94 | 46.8% | 3.1% | 44.51 | 41.7% | 1.8% |
| 75Δ | 37.87 | 51.8% | 2.8% | 45.17 | 40.3% | 1.3% |
| 80Δ | 37.12 | 49.2% | 2.0% | 45.68 | 37.2% | 0.8% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 41.15% | 0.83 pp | 9.79% |