Share price$83.18
1D+0.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:28.312Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:03.644520903Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:53:46.664576+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 92.58 | 200.2% | 12.3% | 76.54 | 145.8% | 8.8% |
| 25Δ | 77.72 | -87.3% | 6.6% | 77.32 | 138.1% | 8.0% |
| 30Δ | 62.85 | -374.8% | 24.4% | 78.10 | 130.3% | 7.2% |
| 35Δ | 47.99 | -662.2% | 42.3% | 78.88 | 122.6% | 6.5% |
| 40Δ | 33.12 | -949.7% | 60.2% | 79.66 | 114.9% | 5.7% |
| 45Δ | 18.26 | -1237.2% | 78.0% | 80.45 | 107.1% | 4.9% |
| 50Δ | 3.39 | -1524.7% | 95.9% | 81.23 | 99.4% | 4.2% |
| 55Δ | -11.47 | -1812.2% | 113.8% | 82.01 | 91.6% | 3.4% |
| 60Δ | -26.34 | -2099.7% | 131.7% | 82.79 | 83.9% | 2.6% |
| 65Δ | -41.20 | -2387.2% | 149.5% | 83.57 | 76.1% | 1.9% |
| 70Δ | -56.07 | -2674.6% | 167.4% | 84.35 | 68.4% | 1.1% |
| 75Δ | -70.93 | -2962.1% | 185.3% | 85.54 | 72.3% | 0.5% |
| 80Δ | -85.80 | -3249.6% | 203.1% | 88.70 | 132.2% | 0.7% |