Share price$28.17
1D+1.2%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-16T01:03:59.245Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:58:43.364336337Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:03:58.425684+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.65 | 67.7% | 25.2% | 23.99 | 70.1% | 17.7% |
| 25Δ | 33.50 | 67.9% | 21.8% | 24.93 | 71.1% | 15.2% |
| 30Δ | 32.38 | 68.2% | 18.6% | 25.76 | 70.9% | 13.4% |
| 35Δ | 31.50 | 68.6% | 16.4% | 26.58 | 70.6% | 11.7% |
| 40Δ | 30.62 | 69.0% | 14.3% | 27.40 | 70.4% | 10.0% |
| 45Δ | 29.77 | 69.2% | 12.2% | 28.20 | 70.3% | 8.7% |
| 50Δ | 28.98 | 68.8% | 10.6% | 29.00 | 70.3% | 7.5% |
| 55Δ | 28.19 | 68.4% | 8.9% | 29.80 | 70.3% | 6.2% |
| 60Δ | 27.40 | 68.2% | 7.3% | 30.71 | 70.6% | 5.2% |
| 65Δ | 26.60 | 68.7% | 6.2% | 31.65 | 70.9% | 4.3% |
| 70Δ | 25.80 | 69.2% | 5.1% | 32.66 | 71.7% | 3.4% |
| 75Δ | 24.99 | 69.7% | 4.0% | 34.25 | 75.9% | 2.7% |
| 80Δ | 23.78 | 74.1% | 3.2% | 35.67 | 76.2% | 2.0% |