Share price$68.24
1D-7.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-16T21:49:16.326Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyPriceAlpaca · sip · 2026-10-16T21:49:11.677835419Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 73.51 | 60.3% | 8.6% | 62.08 | 85.5% | 10.4% |
| 25Δ | 72.62 | 61.9% | 7.6% | 63.72 | 80.7% | 8.4% |
| 30Δ | 71.77 | 63.1% | 6.8% | 64.92 | 77.6% | 7.0% |
| 35Δ | 70.98 | 64.9% | 6.0% | 65.98 | 74.4% | 5.9% |
| 40Δ | 70.19 | 66.3% | 5.3% | 66.90 | 72.9% | 5.0% |
| 45Δ | 69.43 | 69.0% | 4.8% | 67.78 | 70.8% | 4.2% |
| 50Δ | 68.61 | 69.8% | 4.2% | 68.61 | 70.1% | 3.6% |
| 55Δ | 67.78 | 69.9% | 3.6% | 69.43 | 69.1% | 3.0% |
| 60Δ | 66.90 | 72.9% | 3.1% | 70.16 | 65.1% | 2.4% |
| 65Δ | 66.13 | 68.7% | 2.4% | 70.91 | 63.4% | 1.9% |
| 70Δ | 64.88 | 79.1% | 2.3% | 71.56 | 59.7% | 1.4% |
| 75Δ | 63.54 | 84.5% | 1.9% | 72.45 | 59.6% | 1.1% |
| 80Δ | 62.11 | 84.1% | 1.4% | 73.36 | 58.6% | 0.8% |