Share price$40.49
1D+2.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:17:58.708Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:37:19.566846989Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.84 | 27.2% | 9.2% | 36.17 | 48.4% | 12.4% |
| 25Δ | 43.39 | 28.8% | 8.5% | 37.77 | 37.7% | 8.6% |
| 30Δ | 42.93 | 30.5% | 7.8% | 38.37 | 41.0% | 8.0% |
| 35Δ | 42.46 | 32.1% | 7.2% | 38.88 | 46.2% | 7.7% |
| 40Δ | 41.99 | 33.7% | 6.5% | 39.61 | 42.5% | 6.3% |
| 45Δ | 41.36 | 30.0% | 5.1% | 40.40 | 44.2% | 5.5% |
| 50Δ | 40.82 | 27.0% | 4.0% | 41.20 | 52.0% | 5.5% |
| 55Δ | 40.42 | 25.0% | 3.3% | 42.06 | 53.0% | 4.8% |
| 60Δ | 40.02 | 22.9% | 2.5% | 42.54 | 46.5% | 3.6% |
| 65Δ | 39.56 | 24.0% | 2.2% | 43.08 | 41.0% | 2.4% |
| 70Δ | 39.11 | 25.2% | 1.9% | 45.18 | 54.9% | 2.6% |
| 75Δ | 38.74 | 24.1% | 1.6% | 50.43 | 84.5% | 3.0% |
| 80Δ | 38.41 | 22.4% | 1.3% | 51.78 | 78.8% | 2.0% |