Share price$996.26
1D+0.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:36:08.068Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:03:26.906517889Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:36:02.846436+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1018.46 | 48.7% | 2.5% | 972.76 | 54.6% | 2.7% |
| 25Δ | 1014.64 | 49.8% | 2.2% | 978.12 | 52.8% | 2.2% |
| 30Δ | 1010.81 | 50.9% | 2.0% | 982.74 | 50.0% | 1.9% |
| 35Δ | 1007.12 | 50.3% | 1.7% | 986.94 | 46.6% | 1.5% |
| 40Δ | 1003.46 | 49.1% | 1.5% | 990.81 | 44.3% | 1.2% |
| 45Δ | 999.84 | 48.0% | 1.2% | 993.77 | 44.8% | 1.1% |
| 50Δ | 996.82 | 46.9% | 1.0% | 996.72 | 45.4% | 0.9% |
| 55Δ | 993.80 | 45.8% | 0.9% | 999.68 | 45.9% | 0.8% |
| 60Δ | 990.79 | 44.7% | 0.7% | 1002.35 | 44.3% | 0.7% |
| 65Δ | 986.68 | 47.8% | 0.6% | 1004.99 | 42.4% | 0.5% |
| 70Δ | 982.19 | 52.2% | 0.5% | 1007.63 | 40.5% | 0.4% |
| 75Δ | 977.49 | 54.6% | 0.4% | 1010.35 | 38.7% | 0.3% |
| 80Δ | 972.57 | 55.2% | 0.3% | 1013.83 | 37.9% | 0.2% |