Share price$47.23
1D-0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:07.178Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:09.419800429Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:06.279934+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.35 | 51.4% | 2.7% | 46.14 | 53.6% | 2.6% |
| 25Δ | 48.13 | 51.6% | 2.3% | 46.35 | 53.8% | 2.3% |
| 30Δ | 47.93 | 50.6% | 2.0% | 46.55 | 54.3% | 2.0% |
| 35Δ | 47.73 | 47.5% | 1.6% | 46.73 | 55.5% | 1.8% |
| 40Δ | 47.53 | 44.5% | 1.3% | 46.90 | 56.7% | 1.6% |
| 45Δ | 47.39 | 43.4% | 1.1% | 47.08 | 58.2% | 1.4% |
| 50Δ | 47.26 | 42.7% | 0.9% | 47.27 | 59.9% | 1.2% |
| 55Δ | 47.12 | 42.0% | 0.8% | 47.46 | 61.6% | 1.1% |
| 60Δ | 46.98 | 41.7% | 0.6% | 47.65 | 61.3% | 0.9% |
| 65Δ | 46.79 | 45.4% | 0.6% | 47.84 | 60.2% | 0.7% |
| 70Δ | 46.60 | 49.0% | 0.5% | 48.07 | 61.3% | 0.6% |
| 75Δ | 46.35 | 53.8% | 0.4% | 48.51 | 73.3% | 0.5% |
| 80Δ | 46.02 | 59.9% | 0.4% | 49.22 | 89.1% | 0.5% |