Share price$79.01
1D+2.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T23:57:42.742Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T23:54:52.983274105Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T23:57:42.346602+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 66.26 | 179.7% | 19.2% | |||
| 25Δ | 70.88 | 137.8% | 13.4% | |||
| 30Δ | 73.91 | 109.8% | 9.6% | |||
| 35Δ | 84.39 | 103.9% | 9.9% | 75.99 | 89.8% | 6.9% |
| 40Δ | 81.99 | 84.9% | 6.9% | 77.42 | 75.1% | 5.1% |
| 45Δ | 80.51 | 71.3% | 5.0% | 78.47 | 63.7% | 3.8% |
| 50Δ | 79.38 | 60.0% | 3.6% | 79.29 | 56.2% | 2.9% |
| 55Δ | 78.64 | 51.5% | 2.6% | 80.01 | 52.5% | 2.3% |
| 60Δ | 78.03 | 43.9% | 1.9% | 80.77 | 52.8% | 1.9% |
| 65Δ | 81.45 | 51.1% | 1.5% | |||
| 70Δ | 82.18 | 49.7% | 1.2% | |||
| 75Δ | 83.40 | 53.9% | 1.0% | |||
| 80Δ | 86.48 | 72.6% | 1.0% | |||