Share price$107.29
1D+1.2%
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Market dataready · fetched 2026-10-16T00:21:16.124Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.002546117Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:21:15.238226+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 127.67 | 57.7% | 20.9% | 93.95 | 57.8% | 14.6% |
| 25Δ | 123.22 | 55.8% | 17.3% | 96.85 | 58.0% | 12.7% |
| 30Δ | 119.82 | 55.4% | 14.7% | 99.79 | 55.5% | 10.6% |
| 35Δ | 117.17 | 56.3% | 13.0% | 102.19 | 58.1% | 9.6% |
| 40Δ | 114.54 | 56.9% | 11.4% | 104.54 | 61.1% | 8.7% |
| 45Δ | 111.94 | 56.3% | 9.8% | 106.84 | 58.1% | 7.3% |
| 50Δ | 109.39 | 55.8% | 8.3% | 109.13 | 53.6% | 5.8% |
| 55Δ | 107.01 | 55.5% | 7.1% | 111.65 | 53.2% | 4.7% |
| 60Δ | 104.66 | 55.0% | 5.9% | 114.31 | 55.2% | 4.1% |
| 65Δ | 102.45 | 53.4% | 4.8% | 117.23 | 56.3% | 3.4% |
| 70Δ | 100.23 | 51.7% | 3.8% | 120.39 | 57.5% | 2.7% |
| 75Δ | 97.03 | 56.8% | 3.3% | 125.23 | 62.1% | 2.2% |
| 80Δ | 94.55 | 54.8% | 2.4% | 130.07 | 63.8% | 1.6% |