Share price$61.57
1D+1.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:02:33.946Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:02.804387123Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:33.622324+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 86.46 | 499.8% | 42.2% | 57.19 | 156.3% | 7.9% |
| 25Δ | 84.14 | 462.0% | 38.5% | 58.98 | 112.9% | 5.0% |
| 30Δ | 81.83 | 424.2% | 34.9% | 60.20 | 89.2% | 3.3% |
| 35Δ | 79.51 | 386.4% | 31.2% | 60.68 | 92.0% | 3.0% |
| 40Δ | 77.19 | 348.7% | 27.6% | 61.16 | 94.7% | 2.7% |
| 45Δ | 74.87 | 310.9% | 23.9% | 61.63 | 97.5% | 2.5% |
| 50Δ | 72.56 | 273.1% | 20.3% | 62.11 | 100.3% | 2.2% |
| 55Δ | 70.24 | 235.3% | 16.6% | 62.59 | 103.1% | 2.0% |
| 60Δ | 67.92 | 197.6% | 13.0% | 63.06 | 105.9% | 1.7% |
| 65Δ | 65.60 | 159.8% | 9.3% | 63.54 | 108.6% | 1.4% |
| 70Δ | 63.29 | 122.0% | 5.7% | 64.02 | 111.4% | 1.2% |
| 75Δ | 60.97 | 84.2% | 2.0% | 64.50 | 114.2% | 0.9% |
| 80Δ | 58.65 | 46.5% | 1.6% | 64.97 | 117.0% | 0.7% |