Share price$86.92
1D+14.3%
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Market dataready · fetched 2026-10-15T20:05:30.837Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:04:48.007625526Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:05:26.108023+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 90.88 | 97.6% | 5.1% | 83.77 | 85.7% | 4.1% |
| 25Δ | 89.98 | 94.3% | 4.2% | 84.40 | 86.0% | 3.6% |
| 30Δ | 89.32 | 93.9% | 3.7% | 84.96 | 87.1% | 3.1% |
| 35Δ | 88.70 | 93.3% | 3.2% | 85.50 | 86.8% | 2.7% |
| 40Δ | 88.11 | 92.5% | 2.7% | 86.03 | 86.5% | 2.4% |
| 45Δ | 87.57 | 92.0% | 2.3% | 86.52 | 86.9% | 2.1% |
| 50Δ | 87.03 | 91.5% | 2.0% | 87.02 | 87.3% | 1.8% |
| 55Δ | 86.51 | 91.3% | 1.7% | 87.53 | 87.8% | 1.5% |
| 60Δ | 85.98 | 91.1% | 1.4% | 88.05 | 88.5% | 1.3% |
| 65Δ | 85.43 | 91.2% | 1.2% | 88.63 | 89.6% | 1.1% |
| 70Δ | 84.85 | 91.9% | 1.0% | 89.75 | 106.1% | 1.0% |
| 75Δ | 84.16 | 94.6% | 0.8% | 91.86 | 147.5% | 1.1% |
| 80Δ | 82.68 | 118.9% | 0.8% | 92.76 | 138.8% | 0.8% |