Share price$266.39
1D-0.3%
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 datapartial · fetched 2026-10-20T06:06:07.321Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:00:00.001635326Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:06.829706+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 306.37 | 50.8% | 16.6% | 239.48 | 48.8% | 11.8% |
| 25Δ | 298.36 | 50.3% | 14.0% | 244.87 | 49.6% | 10.4% |
| 30Δ | 291.53 | 49.7% | 12.0% | 250.15 | 50.3% | 9.1% |
| 35Δ | 285.98 | 50.4% | 10.6% | 255.29 | 49.8% | 7.9% |
| 40Δ | 280.80 | 51.5% | 9.4% | 260.40 | 49.3% | 6.7% |
| 45Δ | 275.60 | 52.0% | 8.2% | 265.26 | 49.6% | 5.8% |
| 50Δ | 270.41 | 52.3% | 7.1% | 270.12 | 49.9% | 5.0% |
| 55Δ | 265.27 | 52.4% | 6.1% | 275.08 | 49.5% | 4.2% |
| 60Δ | 260.14 | 52.5% | 5.1% | 280.04 | 49.2% | 3.4% |
| 65Δ | 254.73 | 53.1% | 4.3% | 285.50 | 49.1% | 2.8% |
| 70Δ | 249.21 | 53.7% | 3.6% | 291.11 | 49.0% | 2.2% |
| 75Δ | 243.03 | 54.5% | 2.9% | 297.44 | 48.9% | 1.6% |
| 80Δ | 236.26 | 55.2% | 2.2% | 304.74 | 49.0% | 1.1% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 50.27% | -0.65 pp | 11.92% |