Share price$87.40
1D+1.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-15T20:04:14.357Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:00:08.230992692Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:58:58.952017+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 89.76 | 58.5% | 3.0% | 85.41 | 53.3% | 2.6% |
| 25Δ | 89.29 | 58.0% | 2.6% | 85.71 | 56.9% | 2.4% |
| 30Δ | 88.84 | 56.4% | 2.2% | 86.02 | 60.8% | 2.2% |
| 35Δ | 88.43 | 53.3% | 1.8% | 86.34 | 71.5% | 2.2% |
| 40Δ | 88.03 | 50.2% | 1.5% | 86.66 | 82.1% | 2.2% |
| 45Δ | 87.77 | 46.4% | 1.2% | 86.99 | 92.8% | 2.2% |
| 50Δ | 87.53 | 42.6% | 1.0% | 87.20 | 79.5% | 1.8% |
| 55Δ | 87.28 | 38.7% | 0.8% | 87.42 | 65.2% | 1.4% |
| 60Δ | 87.04 | 34.8% | 0.5% | 87.63 | 51.0% | 1.0% |
| 65Δ | 85.94 | 88.6% | 1.1% | 87.84 | 36.7% | 0.6% |
| 70Δ | 85.21 | 93.3% | 1.0% | 88.19 | 30.5% | 0.3% |
| 75Δ | 84.47 | 98.0% | 0.8% | 88.99 | 49.6% | 0.4% |
| 80Δ | 84.38 | 84.4% | 0.5% | 90.30 | 69.5% | 0.4% |