Share price$157.88
1D-1.3%
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Market dataready · fetched 2026-10-20T06:07:54.455Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T20:00:36.793903614Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:07:53.942739+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 189.83 | 66.2% | 22.2% | 135.41 | 73.2% | 16.9% |
| 25Δ | 184.86 | 68.4% | 19.8% | 140.54 | 72.0% | 14.5% |
| 30Δ | 180.60 | 71.6% | 18.0% | 145.15 | 71.3% | 12.5% |
| 35Δ | 175.52 | 71.8% | 15.6% | 149.44 | 70.7% | 10.8% |
| 40Δ | 170.88 | 72.4% | 13.6% | 153.57 | 69.5% | 9.3% |
| 45Δ | 166.49 | 73.4% | 11.9% | 157.66 | 69.7% | 8.0% |
| 50Δ | 162.08 | 73.1% | 10.2% | 161.75 | 70.1% | 6.9% |
| 55Δ | 157.75 | 72.9% | 8.6% | 165.89 | 69.7% | 5.8% |
| 60Δ | 153.50 | 73.6% | 7.3% | 170.12 | 69.1% | 4.8% |
| 65Δ | 149.15 | 74.5% | 6.1% | 174.57 | 68.6% | 3.9% |
| 70Δ | 144.60 | 75.4% | 5.0% | 179.23 | 67.9% | 3.0% |
| 75Δ | 139.73 | 76.4% | 4.0% | 184.57 | 67.8% | 2.3% |
| 80Δ | 134.00 | 78.8% | 3.2% | 190.64 | 67.5% | 1.6% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 70.48% | 3.59 pp | 16.84% |