Share price$46.63
1D+2.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T22:50:00.691Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:49:16.827103602Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:49:59.892873+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.99 | 24.2% | 8.0% | 43.48 | 28.3% | 7.8% |
| 25Δ | 49.49 | 25.0% | 7.3% | 44.22 | 27.5% | 6.5% |
| 30Δ | 48.99 | 25.7% | 6.7% | 44.96 | 26.7% | 5.2% |
| 35Δ | 48.50 | 26.5% | 6.0% | 45.45 | 26.1% | 4.6% |
| 40Δ | 48.00 | 27.2% | 5.3% | 45.93 | 25.6% | 3.9% |
| 45Δ | 47.50 | 28.0% | 4.7% | 46.41 | 25.0% | 3.3% |
| 50Δ | 46.92 | 29.4% | 4.2% | 46.88 | 24.5% | 2.7% |
| 55Δ | 46.34 | 30.8% | 3.8% | 47.36 | 23.9% | 2.1% |
| 60Δ | 45.76 | 32.1% | 3.4% | 47.85 | 23.6% | 1.7% |
| 65Δ | 45.18 | 33.5% | 3.0% | 48.34 | 23.4% | 1.3% |
| 70Δ | 44.31 | 36.1% | 2.6% | 48.84 | 23.2% | 1.0% |
| 75Δ | 43.31 | 39.3% | 2.3% | 49.34 | 23.0% | 0.7% |
| 80Δ | 41.70 | 48.4% | 2.1% | 49.84 | 22.8% | 0.4% |