Share price$103.96
1D+4.1%
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Market dataready · fetched 2026-10-20T06:08:25.398Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.001818511Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:08:24.346986+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 127.85 | 73.3% | 25.2% | 89.82 | 69.2% | 16.1% |
| 25Δ | 121.43 | 67.2% | 19.5% | 92.71 | 70.3% | 14.3% |
| 30Δ | 117.91 | 67.6% | 16.9% | 95.55 | 71.5% | 12.6% |
| 35Δ | 115.44 | 71.2% | 15.4% | 98.33 | 72.2% | 11.1% |
| 40Δ | 111.78 | 66.4% | 12.5% | 101.06 | 71.6% | 9.5% |
| 45Δ | 108.60 | 62.5% | 10.0% | 103.72 | 69.0% | 8.0% |
| 50Δ | 106.02 | 60.9% | 8.4% | 106.50 | 68.8% | 6.8% |
| 55Δ | 103.57 | 61.3% | 7.1% | 109.39 | 70.8% | 5.9% |
| 60Δ | 101.20 | 63.1% | 6.2% | 112.37 | 71.1% | 4.9% |
| 65Δ | 98.66 | 64.8% | 5.3% | 115.48 | 71.2% | 4.0% |
| 70Δ | 95.94 | 66.6% | 4.4% | 119.47 | 73.5% | 3.3% |
| 75Δ | 93.37 | 65.6% | 3.5% | 123.51 | 73.8% | 2.5% |
| 80Δ | 90.87 | 63.0% | 2.6% | 128.82 | 75.8% | 1.8% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 63.81% | 3.16 pp | 15.58% |