Share price$28.98
1D-1.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-20T06:06:51.695Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.00249596Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:51.110207+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.95 | 34.9% | 11.3% | 26.22 | 46.4% | 11.2% |
| 25Δ | 36.71 | 96.7% | 30.4% | 26.85 | 44.9% | 9.4% |
| 30Δ | 32.55 | 61.9% | 15.5% | 27.21 | 48.9% | 9.0% |
| 35Δ | 31.57 | 57.0% | 12.5% | 28.26 | 28.2% | 4.5% |
| 40Δ | 30.00 | 35.2% | 6.3% | 28.61 | 25.6% | 3.5% |
| 45Δ | 29.74 | 44.3% | 6.8% | 28.90 | 23.8% | 2.7% |
| 50Δ | 29.43 | 48.6% | 6.7% | 29.35 | 39.6% | 3.9% |
| 55Δ | 28.83 | 32.1% | 3.7% | 29.79 | 44.0% | 3.7% |
| 60Δ | 28.37 | 46.0% | 4.5% | 30.18 | 41.1% | 2.9% |
| 65Δ | 27.93 | 42.9% | 3.5% | 30.56 | 38.7% | 2.2% |
| 70Δ | 27.35 | 46.0% | 3.0% | 31.00 | 38.0% | 1.6% |
| 75Δ | 26.49 | 53.6% | 2.8% | 31.42 | 36.5% | 1.2% |
| 80Δ | 25.50 | 59.6% | 2.4% | 33.00 | 47.4% | 1.1% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 44.08% | -51.70 pp | 10.33% |