Share price$47.22
1D-0.2%
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 2026-10-15T20:34:50.955Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:34:46.442896872Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:50.030069+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.35 | 51.7% | 2.7% | 46.13 | 53.3% | 2.6% |
| 25Δ | 48.13 | 51.9% | 2.3% | 46.35 | 53.5% | 2.3% |
| 30Δ | 47.92 | 50.9% | 2.0% | 46.55 | 54.0% | 2.0% |
| 35Δ | 47.72 | 47.8% | 1.6% | 46.72 | 55.1% | 1.8% |
| 40Δ | 47.52 | 44.7% | 1.3% | 46.89 | 56.3% | 1.6% |
| 45Δ | 47.38 | 43.8% | 1.1% | 47.07 | 57.6% | 1.4% |
| 50Δ | 47.24 | 43.1% | 1.0% | 47.26 | 59.3% | 1.2% |
| 55Δ | 47.11 | 42.5% | 0.8% | 47.44 | 60.9% | 1.1% |
| 60Δ | 46.96 | 42.7% | 0.7% | 47.63 | 60.7% | 0.9% |
| 65Δ | 46.77 | 46.5% | 0.6% | 47.82 | 59.6% | 0.7% |
| 70Δ | 46.58 | 50.3% | 0.5% | 48.03 | 59.3% | 0.6% |
| 75Δ | 46.31 | 55.6% | 0.4% | 48.46 | 71.1% | 0.5% |
| 80Δ | 45.94 | 62.9% | 0.4% | 49.15 | 86.4% | 0.5% |