Share price$61.15
1D-6.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T21:49:56.102Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T21:49:49.270231676Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:55.245254+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.53 | 101.0% | 15.2% | 54.56 | 107.8% | 12.6% |
| 25Δ | 67.72 | 98.4% | 12.6% | 56.05 | 105.5% | 10.7% |
| 30Δ | 66.56 | 101.8% | 11.3% | 57.36 | 102.8% | 9.1% |
| 35Δ | 65.28 | 102.2% | 9.8% | 58.57 | 99.7% | 7.7% |
| 40Δ | 64.08 | 102.5% | 8.5% | 59.67 | 98.7% | 6.7% |
| 45Δ | 62.95 | 103.5% | 7.4% | 60.72 | 98.0% | 5.7% |
| 50Δ | 61.84 | 104.1% | 6.4% | 61.76 | 97.7% | 4.9% |
| 55Δ | 60.73 | 105.6% | 5.5% | 62.81 | 97.2% | 4.1% |
| 60Δ | 59.60 | 106.1% | 4.7% | 63.88 | 96.7% | 3.5% |
| 65Δ | 58.42 | 107.3% | 3.9% | 65.13 | 99.2% | 2.9% |
| 70Δ | 57.17 | 109.3% | 3.2% | 66.16 | 95.4% | 2.3% |
| 75Δ | 55.79 | 111.7% | 2.6% | 67.60 | 96.8% | 1.8% |
| 80Δ | 53.82 | 122.5% | 2.1% | 69.08 | 96.3% | 1.3% |