Share price$98.50
1D+1.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:33:55.540Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:18:15.078226692Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:53.995352+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 151.57 | 787.2% | 58.2% | 84.05 | 407.9% | 17.0% |
| 25Δ | 136.56 | 648.6% | 42.4% | 95.15 | 101.9% | 4.2% |
| 30Δ | 119.76 | 385.1% | 24.0% | 95.80 | 99.8% | 3.8% |
| 35Δ | 102.96 | 121.5% | 5.7% | 96.46 | 97.6% | 3.4% |
| 40Δ | 86.15 | -142.0% | 12.5% | 97.11 | 95.5% | 3.0% |
| 45Δ | 69.35 | -405.5% | 29.6% | 97.76 | 93.4% | 2.6% |
| 50Δ | 52.55 | -669.0% | 46.6% | 98.41 | 91.2% | 2.2% |
| 55Δ | 35.75 | -932.5% | 63.7% | 99.06 | 89.1% | 1.7% |
| 60Δ | 18.94 | -1196.1% | 80.8% | 99.71 | 86.9% | 1.3% |
| 65Δ | 2.14 | -1459.6% | 97.8% | 104.40 | 141.9% | 1.2% |
| 70Δ | -14.66 | -1723.1% | 114.9% | 112.27 | 241.7% | 1.4% |
| 75Δ | -31.46 | -1986.6% | 131.9% | 120.14 | 341.5% | 1.6% |
| 80Δ | -48.27 | -2250.1% | 149.0% | 128.00 | 441.3% | 1.8% |