Share price$78.82
1D-0.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T01:58:19.236Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:09:01.609118096Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:58:18.814662+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 90.17 | 301.5% | 15.7% | 74.18 | 153.0% | 6.6% |
| 25Δ | 87.95 | 248.0% | 12.7% | 78.06 | 26.8% | 1.2% |
| 30Δ | 85.74 | 194.4% | 9.8% | 78.20 | 25.3% | 1.0% |
| 35Δ | 83.52 | 140.9% | 6.8% | 78.34 | 23.9% | 0.9% |
| 40Δ | 81.31 | 87.3% | 3.9% | 78.47 | 22.4% | 0.8% |
| 45Δ | 79.09 | 33.8% | 0.9% | 78.61 | 21.0% | 0.6% |
| 50Δ | 78.80 | 33.4% | 0.7% | 78.75 | 19.6% | 0.5% |
| 55Δ | 78.60 | 35.3% | 0.6% | 78.88 | 18.1% | 0.4% |
| 60Δ | 78.39 | 37.2% | 0.6% | 79.02 | 17.0% | 0.2% |
| 65Δ | 78.18 | 39.1% | 0.5% | 79.19 | 18.1% | 0.2% |
| 70Δ | 77.87 | 43.0% | 0.4% | 79.36 | 19.2% | 0.2% |
| 75Δ | 76.75 | 62.1% | 0.4% | 79.54 | 20.2% | 0.1% |
| 80Δ | 75.63 | 81.2% | 0.4% | 79.71 | 21.3% | 0.1% |