Share price$112.20
1D-0.7%
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 2026-10-15T20:33:49.782Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:21:35.745569677Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:48.933202+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 121.49 | 173.2% | 9.2% | 107.37 | 105.1% | 4.9% |
| 25Δ | 117.89 | 129.0% | 6.0% | 109.19 | 77.9% | 3.3% |
| 30Δ | 115.99 | 108.9% | 4.4% | 110.35 | 61.5% | 2.3% |
| 35Δ | 114.48 | 92.3% | 3.1% | 111.06 | 54.0% | 1.7% |
| 40Δ | 113.65 | 88.3% | 2.6% | 111.44 | 59.9% | 1.6% |
| 45Δ | 113.02 | 91.2% | 2.3% | 111.83 | 65.9% | 1.5% |
| 50Δ | 112.39 | 71.1% | 1.6% | 112.23 | 65.1% | 1.3% |
| 55Δ | 111.72 | 67.0% | 1.2% | 112.65 | 59.0% | 1.1% |
| 60Δ | 111.01 | 89.4% | 1.4% | 113.05 | 53.5% | 0.8% |
| 65Δ | 110.30 | 89.5% | 1.2% | 113.40 | 51.1% | 0.6% |
| 70Δ | 109.58 | 89.3% | 0.9% | 113.75 | 48.7% | 0.5% |
| 75Δ | 108.80 | 90.2% | 0.7% | 115.22 | 72.4% | 0.5% |
| 80Δ | 108.74 | 75.2% | 0.5% | 116.39 | 82.1% | 0.5% |