Share price$79.10
1D+4.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:02:20.298Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:01:17.996019016Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:57:48.679241+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 81.88 | 72.5% | 4.0% | 74.39 | 129.0% | 6.8% |
| 25Δ | 81.40 | 73.1% | 3.5% | 75.39 | 124.3% | 5.7% |
| 30Δ | 80.92 | 73.8% | 3.1% | 76.40 | 119.6% | 4.7% |
| 35Δ | 80.43 | 74.4% | 2.6% | 77.41 | 114.8% | 3.6% |
| 40Δ | 79.96 | 75.1% | 2.2% | 77.96 | 107.3% | 3.1% |
| 45Δ | 79.53 | 76.7% | 2.0% | 78.46 | 99.5% | 2.6% |
| 50Δ | 79.10 | 78.2% | 1.7% | 78.96 | 91.7% | 2.1% |
| 55Δ | 78.68 | 79.8% | 1.5% | 79.46 | 83.9% | 1.6% |
| 60Δ | 78.25 | 81.3% | 1.3% | 79.96 | 76.1% | 1.1% |
| 65Δ | 77.82 | 82.9% | 1.1% | 80.65 | 81.9% | 1.0% |
| 70Δ | 77.39 | 84.4% | 0.9% | 81.36 | 88.9% | 0.8% |
| 75Δ | 76.97 | 86.0% | 0.6% | 82.07 | 95.9% | 0.7% |
| 80Δ | 76.54 | 87.5% | 0.4% | 83.72 | 121.3% | 0.7% |