Share price$47.67
1D+1.0%
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 2026-10-15T20:35:25.588Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:20:46.783710793Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:22.976777+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.43 | 66.9% | 4.1% | 43.58 | 178.7% | 9.5% |
| 25Δ | 49.16 | 65.7% | 3.7% | 44.35 | 158.1% | 7.9% |
| 30Δ | 48.88 | 64.6% | 3.3% | 45.12 | 137.5% | 6.4% |
| 35Δ | 48.61 | 63.4% | 2.8% | 45.89 | 116.9% | 4.9% |
| 40Δ | 48.34 | 62.3% | 2.4% | 46.66 | 96.3% | 3.4% |
| 45Δ | 48.07 | 61.1% | 2.0% | 47.43 | 75.7% | 1.9% |
| 50Δ | 47.79 | 60.0% | 1.5% | 48.29 | 103.2% | 1.8% |
| 55Δ | 47.52 | 58.8% | 1.1% | 49.16 | 135.4% | 1.8% |
| 60Δ | 47.20 | 60.4% | 0.9% | 50.02 | 167.5% | 1.8% |
| 65Δ | 46.87 | 62.3% | 0.8% | 50.89 | 199.6% | 1.9% |
| 70Δ | 46.55 | 64.1% | 0.7% | 51.76 | 231.8% | 1.9% |
| 75Δ | 46.22 | 66.0% | 0.6% | 52.15 | 238.2% | 1.7% |
| 80Δ | 45.89 | 67.8% | 0.5% | 52.60 | 198.6% | 1.0% |