Share price$82.40
1D-2.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-20T06:08:55.666Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:57:42.17850121Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:08:55.003064+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 91.51 | 38.7% | 12.2% | 75.85 | 37.5% | 9.2% |
| 25Δ | 89.80 | 38.8% | 10.6% | 77.33 | 37.0% | 7.9% |
| 30Δ | 88.43 | 39.6% | 9.4% | 78.48 | 38.0% | 7.0% |
| 35Δ | 86.99 | 39.4% | 8.1% | 79.71 | 37.9% | 6.0% |
| 40Δ | 85.83 | 40.9% | 7.3% | 80.93 | 36.6% | 5.0% |
| 45Δ | 84.45 | 39.8% | 6.2% | 82.04 | 36.3% | 4.3% |
| 50Δ | 83.25 | 40.6% | 5.4% | 83.12 | 36.1% | 3.6% |
| 55Δ | 82.03 | 40.7% | 4.7% | 84.08 | 33.1% | 2.8% |
| 60Δ | 80.84 | 39.0% | 3.8% | 85.34 | 35.7% | 2.5% |
| 65Δ | 79.48 | 41.5% | 3.4% | 86.48 | 35.2% | 1.9% |
| 70Δ | 78.03 | 43.0% | 2.9% | 87.05 | 31.0% | 1.3% |
| 75Δ | 77.09 | 39.0% | 2.1% | 88.40 | 31.8% | 1.0% |
| 80Δ | 74.15 | 48.4% | 2.0% | 89.71 | 31.5% | 0.6% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 37.76% | -1.73 pp | 8.89% |