Share price$132.57
1D-2.6%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-20T06:02:44.458Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:53:04.444292291Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:02:43.730161+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 158.06 | 63.4% | 21.1% | 115.90 | 62.7% | 14.8% |
| 25Δ | 152.69 | 61.9% | 17.6% | 119.58 | 62.5% | 12.8% |
| 30Δ | 148.26 | 60.7% | 14.9% | 123.01 | 61.7% | 11.0% |
| 35Δ | 145.05 | 62.4% | 13.3% | 125.94 | 64.2% | 9.9% |
| 40Δ | 141.89 | 64.0% | 11.8% | 129.13 | 62.6% | 8.4% |
| 45Δ | 138.46 | 63.2% | 10.1% | 132.16 | 61.8% | 7.2% |
| 50Δ | 135.26 | 62.8% | 8.6% | 135.15 | 61.4% | 6.1% |
| 55Δ | 132.21 | 63.2% | 7.4% | 138.36 | 62.6% | 5.2% |
| 60Δ | 129.19 | 60.6% | 5.9% | 140.98 | 58.9% | 4.1% |
| 65Δ | 126.14 | 61.8% | 5.0% | 144.72 | 61.0% | 3.4% |
| 70Δ | 122.37 | 67.0% | 4.4% | 147.41 | 57.9% | 2.6% |
| 75Δ | 119.99 | 60.3% | 3.2% | 151.85 | 59.6% | 2.0% |
| 80Δ | 115.15 | 66.3% | 2.7% | 156.36 | 59.7% | 1.4% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 61.12% | 0.62 pp | 14.56% |