Share price$99.00
1D+1.1%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-16T00:15:14.649Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:20:32.239582054Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:13.737911+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 123.25 | 71.5% | 26.8% | 83.11 | 78.9% | 19.2% |
| 25Δ | 118.35 | 70.5% | 22.5% | 86.68 | 78.7% | 16.7% |
| 30Δ | 114.58 | 71.1% | 19.5% | 90.00 | 78.8% | 14.5% |
| 35Δ | 110.77 | 69.5% | 16.5% | 93.14 | 78.8% | 12.7% |
| 40Δ | 107.68 | 70.0% | 14.4% | 96.29 | 79.6% | 11.1% |
| 45Δ | 104.78 | 71.0% | 12.5% | 99.48 | 81.8% | 9.8% |
| 50Δ | 102.01 | 73.1% | 11.1% | 102.84 | 82.7% | 8.5% |
| 55Δ | 99.25 | 72.8% | 9.5% | 106.37 | 83.5% | 7.3% |
| 60Δ | 96.53 | 66.7% | 7.3% | 110.13 | 84.6% | 6.1% |
| 65Δ | 93.52 | 67.4% | 5.9% | 113.63 | 82.6% | 4.9% |
| 70Δ | 90.16 | 76.5% | 5.6% | 117.81 | 82.5% | 3.9% |
| 75Δ | 88.14 | 69.7% | 4.3% | 123.41 | 85.0% | 3.0% |
| 80Δ | 86.18 | 62.2% | 2.9% | 130.90 | 89.1% | 2.2% |