Share price$80.85
1D+8.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:36:05.297Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:24:27.894819444Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:36:00.034344+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.87 | 81.6% | 4.2% | 77.03 | 114.2% | 5.4% |
| 25Δ | 82.75 | 63.3% | 2.8% | 77.82 | 112.8% | 4.7% |
| 30Δ | 82.24 | 58.9% | 2.3% | 78.47 | 115.8% | 4.1% |
| 35Δ | 81.82 | 53.7% | 1.8% | 79.08 | 120.4% | 3.7% |
| 40Δ | 81.48 | 47.8% | 1.5% | 79.70 | 127.6% | 3.4% |
| 45Δ | 81.14 | 42.0% | 1.1% | 80.37 | 138.5% | 3.2% |
| 50Δ | 80.91 | 38.2% | 0.9% | 81.11 | 150.5% | 3.0% |
| 55Δ | 80.76 | 35.9% | 0.7% | 81.87 | 145.7% | 2.5% |
| 60Δ | 80.61 | 33.6% | 0.6% | 83.18 | 180.3% | 2.5% |
| 65Δ | 80.45 | 31.3% | 0.5% | 84.08 | 173.0% | 2.0% |
| 70Δ | 80.30 | 29.0% | 0.4% | 85.80 | 196.3% | 1.8% |
| 75Δ | 80.15 | 26.8% | 0.3% | 89.61 | 265.3% | 1.9% |
| 80Δ | 80.00 | 24.5% | 0.2% | 92.78 | 289.9% | 1.5% |