Share price$47.26
1D-0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:04:10.361Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T22:35:26.578606573Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:09.771542+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 53.65 | 42.4% | 14.9% | 42.16 | 48.8% | 12.7% |
| 25Δ | 52.42 | 42.7% | 12.8% | 43.24 | 48.8% | 11.0% |
| 30Δ | 51.46 | 43.0% | 11.3% | 44.27 | 48.6% | 9.5% |
| 35Δ | 50.50 | 43.3% | 9.9% | 45.26 | 48.4% | 8.2% |
| 40Δ | 49.60 | 43.4% | 8.6% | 46.17 | 48.1% | 7.1% |
| 45Δ | 48.75 | 43.1% | 7.4% | 47.08 | 47.8% | 6.0% |
| 50Δ | 47.90 | 42.8% | 6.3% | 48.04 | 48.3% | 5.1% |
| 55Δ | 47.09 | 42.4% | 5.4% | 49.04 | 49.6% | 4.5% |
| 60Δ | 46.30 | 41.8% | 4.5% | 50.04 | 50.8% | 3.8% |
| 65Δ | 45.52 | 41.3% | 3.7% | 51.09 | 50.2% | 3.0% |
| 70Δ | 44.71 | 40.7% | 3.0% | 52.14 | 49.6% | 2.3% |
| 75Δ | 43.85 | 40.3% | 2.4% | 54.03 | 53.8% | 1.9% |
| 80Δ | 42.99 | 39.8% | 1.9% | 56.93 | 60.4% | 1.5% |