Share price$104.96
1D+1.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:05:57.846Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:02.919477089Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:05:57.519568+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 113.23 | 136.6% | 8.5% | 100.66 | 90.9% | 4.7% |
| 25Δ | 111.87 | 124.3% | 7.3% | 101.40 | 87.9% | 4.1% |
| 30Δ | 110.51 | 112.1% | 6.2% | 102.13 | 85.0% | 3.6% |
| 35Δ | 109.16 | 99.8% | 5.0% | 102.87 | 82.0% | 3.1% |
| 40Δ | 107.80 | 87.5% | 3.8% | 103.60 | 79.1% | 2.5% |
| 45Δ | 106.44 | 75.3% | 2.6% | 104.34 | 76.1% | 2.0% |
| 50Δ | 105.08 | 63.0% | 1.4% | 105.17 | 74.8% | 1.5% |
| 55Δ | 101.97 | 93.3% | 1.2% | 106.99 | 88.5% | 1.4% |
| 60Δ | 98.73 | 126.4% | 1.1% | 108.81 | 102.2% | 1.2% |
| 65Δ | 95.50 | 159.5% | 1.0% | 110.63 | 115.9% | 1.1% |
| 70Δ | 92.27 | 192.6% | 0.9% | 112.45 | 129.6% | 1.0% |
| 75Δ | 89.04 | 225.7% | 0.8% | 114.27 | 143.4% | 0.8% |
| 80Δ | 85.80 | 258.8% | 0.7% | 116.09 | 157.1% | 0.7% |