Share price$100.05
1D+0.0%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-15T21:02:29.722Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:22:29.27839396Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:28.551782+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 113.43 | 235.0% | 14.4% | 98.07 | 42.9% | 2.3% |
| 25Δ | 111.32 | 202.9% | 12.2% | 98.41 | 43.0% | 2.0% |
| 30Δ | 109.21 | 170.8% | 10.1% | 98.75 | 43.0% | 1.8% |
| 35Δ | 107.10 | 138.8% | 7.9% | 99.09 | 43.1% | 1.6% |
| 40Δ | 104.99 | 106.7% | 5.7% | 99.43 | 43.2% | 1.3% |
| 45Δ | 102.88 | 74.6% | 3.6% | 99.76 | 43.3% | 1.1% |
| 50Δ | 100.77 | 42.5% | 1.4% | 100.20 | 44.8% | 0.9% |
| 55Δ | 99.74 | 33.4% | 0.6% | 100.84 | 49.4% | 0.8% |
| 60Δ | 99.32 | 37.5% | 0.5% | 101.49 | 54.1% | 0.7% |
| 65Δ | 98.90 | 41.6% | 0.5% | 102.13 | 58.8% | 0.6% |
| 70Δ | 98.49 | 45.7% | 0.4% | 102.78 | 63.5% | 0.5% |
| 75Δ | 98.07 | 49.7% | 0.4% | 103.42 | 68.1% | 0.5% |
| 80Δ | 97.65 | 53.8% | 0.3% | 104.07 | 72.8% | 0.4% |