Share price$64.36
1D-3.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-20T06:06:53.196Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:56:57.566569821Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:52.458338+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 82.96 | 87.9% | 31.4% | 54.06 | 84.9% | 19.1% |
| 25Δ | 79.35 | 88.0% | 26.7% | 56.44 | 83.6% | 16.4% |
| 30Δ | 76.31 | 87.8% | 22.9% | 58.49 | 84.6% | 14.5% |
| 35Δ | 73.53 | 87.0% | 19.5% | 60.50 | 86.2% | 12.9% |
| 40Δ | 70.90 | 85.0% | 16.3% | 62.54 | 85.9% | 11.1% |
| 45Δ | 68.60 | 83.8% | 13.8% | 64.56 | 85.8% | 9.6% |
| 50Δ | 66.56 | 84.5% | 11.9% | 66.65 | 86.3% | 8.3% |
| 55Δ | 64.54 | 84.7% | 10.1% | 68.64 | 84.4% | 6.9% |
| 60Δ | 62.52 | 83.2% | 8.3% | 71.18 | 87.7% | 6.0% |
| 65Δ | 60.59 | 82.0% | 6.8% | 73.78 | 88.8% | 4.9% |
| 70Δ | 58.43 | 85.9% | 5.8% | 75.86 | 85.3% | 3.8% |
| 75Δ | 56.22 | 86.7% | 4.6% | 78.76 | 85.2% | 2.9% |
| 80Δ | 53.50 | 90.6% | 3.7% | 84.73 | 95.0% | 2.3% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 84.06% | -4.31 pp | 20.35% |