Share price$85.69
1D+4.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:19:49.162Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T00:00:00.652328599Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 94.35 | 32.9% | 11.2% | 77.97 | 40.2% | 10.5% |
| 25Δ | 92.75 | 33.0% | 9.7% | 79.74 | 39.3% | 8.9% |
| 30Δ | 91.28 | 32.7% | 8.4% | 81.28 | 38.9% | 7.6% |
| 35Δ | 90.17 | 34.2% | 7.6% | 82.82 | 36.9% | 6.3% |
| 40Δ | 88.88 | 33.9% | 6.6% | 84.12 | 36.3% | 5.3% |
| 45Δ | 87.68 | 33.8% | 5.7% | 85.36 | 36.7% | 4.6% |
| 50Δ | 86.50 | 33.9% | 4.9% | 86.48 | 34.4% | 3.7% |
| 55Δ | 85.35 | 35.2% | 4.4% | 88.01 | 38.9% | 3.5% |
| 60Δ | 84.25 | 33.2% | 3.6% | 89.23 | 37.5% | 2.8% |
| 65Δ | 83.28 | 30.8% | 2.8% | 90.28 | 34.9% | 2.0% |
| 70Δ | 81.63 | 35.5% | 2.6% | 92.41 | 39.0% | 1.8% |
| 75Δ | 80.11 | 36.7% | 2.2% | 93.67 | 37.0% | 1.2% |
| 80Δ | 78.82 | 35.4% | 1.7% | 94.94 | 35.0% | 0.7% |