Share price$105.71
1D-1.3%
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Market dataready · fetched 2026-10-20T06:05:35.919Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:49:54.994625787Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:05:35.363791+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 120.48 | 47.9% | 15.4% | 94.52 | 51.4% | 12.4% |
| 25Δ | 119.00 | 52.6% | 14.7% | 97.15 | 50.1% | 10.4% |
| 30Δ | 115.67 | 49.9% | 12.0% | 99.36 | 49.4% | 9.0% |
| 35Δ | 113.29 | 49.4% | 10.3% | 101.30 | 50.7% | 8.0% |
| 40Δ | 111.59 | 52.8% | 9.6% | 103.32 | 49.5% | 6.7% |
| 45Δ | 109.15 | 49.8% | 7.8% | 105.25 | 46.1% | 5.4% |
| 50Δ | 107.06 | 46.8% | 6.3% | 107.31 | 52.4% | 5.2% |
| 55Δ | 105.24 | 49.5% | 5.7% | 108.76 | 45.4% | 3.8% |
| 60Δ | 103.30 | 50.1% | 4.9% | 111.35 | 50.8% | 3.5% |
| 65Δ | 101.52 | 47.3% | 3.8% | 112.85 | 47.0% | 2.7% |
| 70Δ | 98.86 | 54.2% | 3.6% | 115.66 | 49.9% | 2.2% |
| 75Δ | 96.87 | 52.1% | 2.8% | 118.39 | 50.4% | 1.7% |
| 80Δ | 94.22 | 52.9% | 2.2% | 122.29 | 52.7% | 1.2% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 48.99% | -2.43 pp | 11.77% |