Share price$78.41
1D+4.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:33:49.816Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:07.592506598Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:48.933417+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 89.44 | 204.9% | 14.8% | 75.72 | 79.7% | 4.1% |
| 25Δ | 83.16 | 109.9% | 6.7% | 76.21 | 82.3% | 3.8% |
| 30Δ | 76.87 | 14.8% | 1.5% | 76.70 | 84.9% | 3.5% |
| 35Δ | 70.58 | -80.2% | 9.7% | 77.20 | 87.5% | 3.1% |
| 40Δ | 64.30 | -175.2% | 17.8% | 77.69 | 90.1% | 2.8% |
| 45Δ | 58.01 | -270.3% | 26.0% | 78.18 | 92.7% | 2.5% |
| 50Δ | 51.72 | -365.3% | 34.0% | 78.67 | 95.3% | 2.2% |
| 55Δ | 45.44 | -460.3% | 42.0% | 79.16 | 97.9% | 1.8% |
| 60Δ | 39.15 | -555.4% | 50.1% | 79.65 | 100.6% | 1.5% |
| 65Δ | 32.87 | -650.4% | 58.1% | 80.38 | 106.5% | 1.2% |
| 70Δ | 26.58 | -745.4% | 66.1% | 81.68 | 120.4% | 1.1% |
| 75Δ | 20.29 | -840.5% | 74.1% | 82.98 | 134.3% | 0.9% |
| 80Δ | 14.01 | -935.5% | 82.1% | 84.27 | 148.2% | 0.8% |