Share price$95.45
1D+0.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:03:36.991Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:49.606917336Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:54:12.492591+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 102.29 | 151.5% | 8.0% | 93.51 | 45.8% | 2.3% |
| 25Δ | 100.94 | 148.8% | 6.9% | 94.35 | 31.2% | 1.4% |
| 30Δ | 99.23 | 110.7% | 4.9% | 94.71 | 26.3% | 1.0% |
| 35Δ | 97.52 | 72.7% | 2.9% | 95.03 | 22.5% | 0.7% |
| 40Δ | 95.97 | 38.7% | 1.1% | 95.17 | 22.2% | 0.6% |
| 45Δ | 95.74 | 37.5% | 1.0% | 95.31 | 22.0% | 0.6% |
| 50Δ | 95.51 | 36.3% | 0.8% | 95.45 | 21.7% | 0.5% |
| 55Δ | 95.28 | 35.1% | 0.7% | 95.59 | 21.5% | 0.4% |
| 60Δ | 95.05 | 34.0% | 0.5% | 95.73 | 21.3% | 0.3% |
| 65Δ | 94.53 | 46.2% | 0.6% | 95.87 | 21.0% | 0.3% |
| 70Δ | 93.92 | 60.6% | 0.6% | 96.28 | 30.1% | 0.3% |
| 75Δ | 93.36 | 63.6% | 0.5% | 97.21 | 50.6% | 0.4% |
| 80Δ | 92.73 | 67.0% | 0.4% | 97.47 | 46.7% | 0.3% |