Share price$79.75
1D+6.7%
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 2026-10-15T20:04:24.622Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:02:11.767808572Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:31.181437+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 82.82 | 82.8% | 4.3% | 76.19 | 107.0% | 5.1% |
| 25Δ | 82.11 | 79.4% | 3.6% | 77.23 | 94.0% | 3.9% |
| 30Δ | 81.45 | 71.9% | 2.8% | 77.86 | 91.2% | 3.3% |
| 35Δ | 80.89 | 66.2% | 2.2% | 78.38 | 91.7% | 2.9% |
| 40Δ | 80.52 | 65.9% | 1.9% | 78.87 | 93.1% | 2.5% |
| 45Δ | 80.16 | 65.6% | 1.7% | 79.37 | 96.1% | 2.3% |
| 50Δ | 79.80 | 65.4% | 1.4% | 79.88 | 99.7% | 2.0% |
| 55Δ | 79.46 | 65.3% | 1.2% | 80.49 | 108.0% | 1.8% |
| 60Δ | 79.12 | 65.1% | 1.0% | 81.11 | 114.2% | 1.6% |
| 65Δ | 78.76 | 64.7% | 0.8% | 81.62 | 107.5% | 1.3% |
| 70Δ | 78.40 | 64.0% | 0.7% | 83.02 | 136.7% | 1.3% |
| 75Δ | 78.03 | 63.4% | 0.5% | 83.55 | 126.2% | 1.0% |
| 80Δ | 75.64 | 106.0% | 0.5% | 84.14 | 116.9% | 0.7% |