Share price$86.01
1D+13.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T21:18:10.538Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T21:16:43.72582143Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:12:27.025570+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 90.50 | 110.8% | 5.8% | 83.34 | 72.6% | 3.5% |
| 25Δ | 89.60 | 110.3% | 5.0% | 83.97 | 70.1% | 2.9% |
| 30Δ | 88.85 | 111.4% | 4.4% | 84.43 | 69.5% | 2.6% |
| 35Δ | 88.15 | 112.4% | 3.8% | 84.88 | 68.9% | 2.2% |
| 40Δ | 87.49 | 113.9% | 3.4% | 85.29 | 67.4% | 1.9% |
| 45Δ | 86.83 | 115.8% | 2.9% | 85.68 | 65.5% | 1.6% |
| 50Δ | 86.18 | 118.5% | 2.6% | 86.06 | 63.7% | 1.3% |
| 55Δ | 85.49 | 122.2% | 2.3% | 86.40 | 61.8% | 1.1% |
| 60Δ | 84.75 | 127.8% | 2.0% | 86.74 | 60.0% | 0.9% |
| 65Δ | 83.79 | 142.8% | 1.8% | 87.07 | 57.9% | 0.7% |
| 70Δ | 82.54 | 164.4% | 1.7% | 87.36 | 55.0% | 0.6% |
| 75Δ | 81.52 | 161.9% | 1.3% | 87.65 | 52.1% | 0.4% |
| 80Δ | 79.13 | 207.1% | 1.3% | 87.94 | 49.3% | 0.3% |