Share price$107.29
1D+1.2%
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Market dataready · fetched 2026-10-16T01:01:47.566Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.002546117Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:47.150559+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 116.64 | 201.7% | 9.7% | 102.80 | 102.8% | 4.8% |
| 25Δ | 112.79 | 150.9% | 6.1% | 104.90 | 73.8% | 2.8% |
| 30Δ | 110.46 | 106.0% | 3.9% | 105.34 | 83.1% | 2.6% |
| 35Δ | 109.58 | 101.1% | 3.3% | 105.70 | 95.2% | 2.6% |
| 40Δ | 108.64 | 90.9% | 2.5% | 106.12 | 100.3% | 2.5% |
| 45Δ | 107.94 | 75.5% | 1.9% | 106.87 | 67.0% | 1.6% |
| 50Δ | 107.44 | 64.9% | 1.4% | 107.48 | 75.2% | 1.5% |
| 55Δ | 106.96 | 55.4% | 1.0% | 108.06 | 90.5% | 1.6% |
| 60Δ | 106.58 | 54.1% | 0.8% | 108.74 | 91.2% | 1.3% |
| 65Δ | 106.21 | 52.8% | 0.7% | 109.45 | 92.1% | 1.1% |
| 70Δ | 105.78 | 52.7% | 0.5% | 110.26 | 94.2% | 0.9% |
| 75Δ | 105.28 | 54.2% | 0.4% | |||
| 80Δ | 104.77 | 54.7% | 0.3% | |||