Share price$996.26
1D+0.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:05:00.286Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:40:59.592794778Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:59.753750+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1096.30 | 32.7% | 11.1% | 908.69 | 39.1% | 10.2% |
| 25Δ | 1076.99 | 32.5% | 9.6% | 927.74 | 39.0% | 8.8% |
| 30Δ | 1062.10 | 33.2% | 8.5% | 946.52 | 37.7% | 7.4% |
| 35Δ | 1047.32 | 33.5% | 7.5% | 962.35 | 37.5% | 6.4% |
| 40Δ | 1033.26 | 33.8% | 6.6% | 977.66 | 37.0% | 5.4% |
| 45Δ | 1019.94 | 34.7% | 5.8% | 992.31 | 36.8% | 4.6% |
| 50Δ | 1005.96 | 34.5% | 5.0% | 1006.74 | 36.6% | 3.9% |
| 55Δ | 992.38 | 35.1% | 4.4% | 1021.16 | 36.2% | 3.2% |
| 60Δ | 978.25 | 35.6% | 3.8% | 1036.10 | 36.3% | 2.6% |
| 65Δ | 963.51 | 36.1% | 3.2% | 1051.34 | 36.0% | 2.1% |
| 70Δ | 947.58 | 36.8% | 2.7% | 1068.14 | 36.0% | 1.6% |
| 75Δ | 930.81 | 37.1% | 2.2% | 1087.50 | 36.4% | 1.2% |
| 80Δ | 910.59 | 38.2% | 1.8% | 1111.31 | 37.3% | 0.8% |