Share price$77.00
1D-0.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T22:53:44.049Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T22:52:17.571306211Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:53:43.587468+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 93.85 | 66.0% | 24.0% | 67.36 | 57.8% | 14.7% |
| 25Δ | 90.61 | 65.8% | 20.4% | 69.73 | 56.3% | 12.3% |
| 30Δ | 87.65 | 64.1% | 17.2% | 71.59 | 54.9% | 10.6% |
| 35Δ | 84.82 | 62.2% | 14.3% | 73.39 | 53.6% | 9.0% |
| 40Δ | 82.76 | 62.2% | 12.5% | 75.15 | 52.3% | 7.5% |
| 45Δ | 80.70 | 62.1% | 10.7% | 76.64 | 50.9% | 6.4% |
| 50Δ | 78.75 | 62.6% | 9.2% | 78.13 | 49.6% | 5.4% |
| 55Δ | 76.86 | 63.3% | 8.0% | 79.61 | 48.2% | 4.3% |
| 60Δ | 74.96 | 64.1% | 6.7% | 81.26 | 48.1% | 3.6% |
| 65Δ | 72.83 | 66.0% | 5.8% | 82.97 | 48.5% | 2.9% |
| 70Δ | 70.70 | 68.0% | 4.9% | 84.68 | 48.9% | 2.3% |
| 75Δ | 67.97 | 72.4% | 4.1% | 87.19 | 50.6% | 1.7% |
| 80Δ | 64.91 | 78.2% | 3.4% | 89.90 | 52.8% | 1.3% |