Share price$36.15
1D+4.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:33:30.720Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:27:39.324417355Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.09 | 56.1% | 2.9% | 35.23 | 58.7% | 2.9% |
| 25Δ | 36.90 | 55.8% | 2.5% | 35.40 | 60.0% | 2.6% |
| 30Δ | 36.75 | 57.2% | 2.2% | 35.57 | 60.0% | 2.2% |
| 35Δ | 36.60 | 58.6% | 2.0% | 35.73 | 58.6% | 1.9% |
| 40Δ | 36.46 | 59.3% | 1.7% | 35.89 | 57.1% | 1.6% |
| 45Δ | 36.32 | 58.2% | 1.5% | 36.04 | 56.4% | 1.3% |
| 50Δ | 36.18 | 57.0% | 1.3% | 36.18 | 57.6% | 1.2% |
| 55Δ | 36.04 | 55.9% | 1.0% | 36.32 | 58.7% | 1.0% |
| 60Δ | 35.90 | 55.7% | 0.9% | 36.46 | 59.9% | 0.9% |
| 65Δ | 35.75 | 55.8% | 0.7% | 36.90 | 75.3% | 0.8% |
| 70Δ | 35.61 | 56.0% | 0.6% | 37.43 | 95.8% | 0.8% |
| 75Δ | 35.37 | 60.3% | 0.5% | 37.96 | 116.3% | 0.8% |
| 80Δ | 34.83 | 77.2% | 0.4% | 38.50 | 136.7% | 0.8% |