Share price$45.50
1D+2.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:33:29.840Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:31:24.171502998Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:29.328159+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.62 | -471.1% | 89.2% | 41.94 | 144.0% | 8.5% |
| 25Δ | -18.15 | -810.5% | 139.3% | 42.73 | 129.6% | 7.0% |
| 30Δ | -40.91 | -1149.9% | 189.3% | 43.51 | 115.1% | 5.4% |
| 35Δ | -63.68 | -1489.3% | 239.3% | 44.29 | 100.7% | 3.8% |
| 40Δ | -86.44 | -1828.7% | 289.4% | 45.07 | 90.0% | 2.4% |
| 45Δ | -109.21 | -2168.1% | 339.4% | 45.79 | 113.5% | 2.3% |
| 50Δ | -131.97 | -2507.4% | 389.4% | 46.50 | 137.1% | 2.3% |
| 55Δ | -154.74 | -2846.8% | 439.5% | 47.22 | 160.7% | 2.2% |
| 60Δ | -177.51 | -3186.2% | 489.5% | 47.93 | 184.3% | 2.1% |
| 65Δ | -200.27 | -3525.6% | 539.6% | 48.65 | 207.8% | 2.0% |
| 70Δ | -223.04 | -3865.0% | 589.6% | 49.37 | 231.4% | 1.9% |
| 75Δ | -245.80 | -4204.4% | 639.6% | 50.41 | 261.8% | 1.9% |
| 80Δ | -268.57 | -4543.8% | 689.7% | 53.94 | 344.7% | 1.8% |