Share price$63.48
1D-0.1%
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 2026-10-20T06:04:12.476Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.002759854Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:04:11.945873+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.91 | 60.0% | 19.8% | 54.93 | 68.2% | 15.9% |
| 25Δ | 71.21 | 50.9% | 14.2% | 58.16 | 52.0% | 10.8% |
| 30Δ | 69.63 | 51.4% | 12.4% | 59.52 | 52.1% | 9.4% |
| 35Δ | 68.50 | 53.7% | 11.3% | 60.88 | 49.2% | 7.8% |
| 40Δ | 66.93 | 51.7% | 9.4% | 62.07 | 48.8% | 6.6% |
| 45Δ | 65.31 | 45.1% | 7.0% | 63.19 | 52.1% | 6.1% |
| 50Δ | 64.31 | 48.3% | 6.5% | 64.32 | 47.6% | 4.8% |
| 55Δ | 63.20 | 48.3% | 5.5% | 65.46 | 48.1% | 4.1% |
| 60Δ | 62.01 | 51.5% | 5.0% | 66.59 | 47.3% | 3.3% |
| 65Δ | 60.88 | 49.9% | 4.1% | 67.87 | 47.9% | 2.7% |
| 70Δ | 60.01 | 44.5% | 3.0% | 69.16 | 47.6% | 2.1% |
| 75Δ | 57.54 | 59.2% | 3.1% | 70.61 | 47.4% | 1.6% |
| 80Δ | 55.90 | 59.3% | 2.4% | 74.03 | 55.9% | 1.3% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 47.21% | 1.13 pp | 11.25% |