Share price$83.18
1D+0.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:34:02.115Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:10:00.002839586Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:01.413974+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 92.58 | 202.1% | 12.3% | 76.54 | 147.3% | 8.8% |
| 25Δ | 77.72 | -89.1% | 6.6% | 77.32 | 139.4% | 8.0% |
| 30Δ | 62.85 | -380.2% | 24.4% | 78.10 | 131.5% | 7.2% |
| 35Δ | 47.99 | -671.4% | 42.3% | 78.88 | 123.7% | 6.5% |
| 40Δ | 33.12 | -962.6% | 60.2% | 79.66 | 115.8% | 5.7% |
| 45Δ | 18.26 | -1253.7% | 78.0% | 80.45 | 107.9% | 4.9% |
| 50Δ | 3.39 | -1544.9% | 95.9% | 81.23 | 100.0% | 4.2% |
| 55Δ | -11.47 | -1836.1% | 113.8% | 82.01 | 92.1% | 3.4% |
| 60Δ | -26.34 | -2127.2% | 131.7% | 82.79 | 84.3% | 2.6% |
| 65Δ | -41.20 | -2418.4% | 149.5% | 83.57 | 76.4% | 1.9% |
| 70Δ | -56.07 | -2709.5% | 167.4% | 84.35 | 68.5% | 1.1% |
| 75Δ | -70.93 | -3000.7% | 185.3% | 85.54 | 72.3% | 0.5% |
| 80Δ | -85.79 | -3291.9% | 203.1% | 88.70 | 132.2% | 0.7% |