Share price$70.40
1D+1.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:17:37.551Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:10:00.521483916Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:37.086796+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 77.21 | 31.5% | 10.7% | 64.29 | 38.2% | 10.1% |
| 25Δ | 76.14 | 32.4% | 9.6% | 65.79 | 36.8% | 8.4% |
| 30Δ | 75.07 | 33.3% | 8.5% | 66.87 | 37.7% | 7.4% |
| 35Δ | 74.00 | 32.9% | 7.4% | 67.96 | 38.2% | 6.5% |
| 40Δ | 72.92 | 32.3% | 6.3% | 69.04 | 38.2% | 5.6% |
| 45Δ | 71.94 | 33.4% | 5.6% | 70.12 | 38.1% | 4.8% |
| 50Δ | 71.02 | 35.4% | 5.1% | 71.15 | 37.4% | 4.0% |
| 55Δ | 70.10 | 37.4% | 4.7% | 72.18 | 36.7% | 3.3% |
| 60Δ | 69.03 | 38.1% | 4.1% | 73.59 | 39.4% | 2.9% |
| 65Δ | 67.93 | 38.5% | 3.4% | 75.24 | 43.7% | 2.6% |
| 70Δ | 66.76 | 38.7% | 2.9% | 77.36 | 47.9% | 2.2% |
| 75Δ | 65.55 | 38.7% | 2.3% | 78.71 | 45.9% | 1.6% |
| 80Δ | 64.18 | 38.2% | 1.8% | 80.03 | 43.5% | 1.0% |