Share price$36.12
1D+4.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:16:39.476Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T00:00:00.12860324Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.05 | 43.4% | 15.1% | 32.53 | 44.5% | 11.6% |
| 25Δ | 40.22 | 44.2% | 13.3% | 33.35 | 43.7% | 9.9% |
| 30Δ | 39.27 | 42.7% | 11.1% | 34.08 | 43.2% | 8.4% |
| 35Δ | 38.60 | 44.1% | 9.9% | 34.73 | 43.1% | 7.3% |
| 40Δ | 38.05 | 46.9% | 9.2% | 35.36 | 42.5% | 6.2% |
| 45Δ | 37.29 | 44.7% | 7.6% | 35.98 | 41.7% | 5.2% |
| 50Δ | 36.61 | 43.5% | 6.4% | 36.59 | 42.1% | 4.5% |
| 55Δ | 35.98 | 43.1% | 5.4% | 37.20 | 42.4% | 3.8% |
| 60Δ | 35.34 | 43.7% | 4.6% | 37.84 | 42.4% | 3.1% |
| 65Δ | 34.64 | 45.8% | 4.0% | 38.70 | 45.1% | 2.7% |
| 70Δ | 33.88 | 48.3% | 3.5% | 39.64 | 47.2% | 2.2% |
| 75Δ | 33.28 | 45.4% | 2.7% | 40.61 | 47.9% | 1.7% |
| 80Δ | 32.44 | 45.8% | 2.1% | 41.92 | 50.1% | 1.2% |