Share price$54.69
1D+6.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T00:16:37.806Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:39:01.002981216Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:16:37.192821+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 65.41 | 59.2% | 21.5% | 48.15 | 54.8% | 14.1% |
| 25Δ | 63.62 | 60.1% | 19.0% | 49.68 | 53.6% | 11.9% |
| 30Δ | 61.98 | 60.9% | 16.7% | 51.00 | 52.4% | 10.2% |
| 35Δ | 60.33 | 61.8% | 14.5% | 52.26 | 51.2% | 8.6% |
| 40Δ | 58.95 | 64.3% | 13.0% | 53.38 | 50.3% | 7.4% |
| 45Δ | 57.65 | 67.3% | 11.8% | 54.48 | 49.3% | 6.2% |
| 50Δ | 56.11 | 64.9% | 9.8% | 55.53 | 48.4% | 5.2% |
| 55Δ | 54.59 | 64.3% | 8.1% | 56.55 | 47.3% | 4.3% |
| 60Δ | 53.14 | 69.6% | 7.5% | 57.56 | 46.2% | 3.4% |
| 65Δ | 51.58 | 72.6% | 6.5% | 58.59 | 45.1% | 2.7% |
| 70Δ | 49.95 | 73.7% | 5.4% | 59.62 | 44.1% | 2.1% |
| 75Δ | 48.55 | 69.5% | 4.1% | 60.85 | 42.9% | 1.5% |
| 80Δ | 46.60 | 71.1% | 3.1% | 62.20 | 41.8% | 1.0% |