Share price$96.51
1D+2.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:33:51.710Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:32:31.59558451Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:50.989405+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 105.19 | 179.0% | 9.9% | 95.17 | 31.0% | 1.6% |
| 25Δ | 97.93 | 40.2% | 1.8% | 95.47 | 29.0% | 1.3% |
| 30Δ | 97.65 | 40.6% | 1.6% | 95.77 | 26.9% | 1.0% |
| 35Δ | 97.36 | 41.0% | 1.4% | 96.07 | 26.8% | 0.8% |
| 40Δ | 97.08 | 41.4% | 1.2% | 96.38 | 33.5% | 0.8% |
| 45Δ | 96.79 | 42.8% | 1.1% | 96.69 | 40.2% | 0.8% |
| 50Δ | 96.51 | 44.7% | 1.0% | 97.01 | 47.0% | 0.8% |
| 55Δ | 96.23 | 46.6% | 0.9% | 97.32 | 53.7% | 0.8% |
| 60Δ | 95.92 | 48.8% | 0.7% | 97.63 | 60.4% | 0.8% |
| 65Δ | 95.51 | 51.7% | 0.7% | 97.95 | 67.2% | 0.8% |
| 70Δ | 95.10 | 54.7% | 0.6% | 97.98 | 40.1% | 0.3% |
| 75Δ | 94.44 | 62.1% | 0.5% | 99.35 | 65.6% | 0.4% |
| 80Δ | 93.70 | 68.1% | 0.4% | 100.73 | 91.0% | 0.5% |