Share price$91.61
1D+1.6%
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Market dataready · fetched 2026-10-20T06:08:26.117Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.003099047Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:08:25.670476+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 106.70 | 50.7% | 17.9% | 82.57 | 46.5% | 11.5% |
| 25Δ | 99.85 | 38.8% | 10.6% | 84.63 | 46.4% | 9.8% |
| 30Δ | 98.28 | 38.5% | 9.3% | 86.36 | 45.7% | 8.5% |
| 35Δ | 96.70 | 38.2% | 8.1% | 88.02 | 44.8% | 7.3% |
| 40Δ | 95.12 | 38.0% | 6.8% | 89.68 | 44.0% | 6.1% |
| 45Δ | 93.83 | 37.4% | 5.9% | 91.14 | 43.1% | 5.2% |
| 50Δ | 92.55 | 36.9% | 5.1% | 92.55 | 42.2% | 4.4% |
| 55Δ | 91.28 | 36.3% | 4.3% | 93.96 | 41.3% | 3.6% |
| 60Δ | 90.01 | 35.8% | 3.5% | 95.38 | 40.4% | 2.8% |
| 65Δ | 88.50 | 37.1% | 3.0% | 96.85 | 39.8% | 2.3% |
| 70Δ | 86.99 | 38.4% | 2.6% | 98.32 | 39.1% | 1.8% |
| 75Δ | 85.48 | 39.8% | 2.2% | 99.79 | 38.5% | 1.2% |
| 80Δ | 83.93 | 39.0% | 1.7% | 103.75 | 45.2% | 1.0% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 38.91% | 7.56 pp | 9.49% |