Share price$103.00
1D-6.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T04:11:18.864Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:57:09.306961549Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:11:17.531668+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 129.41 | 84.7% | 28.0% | 87.82 | 79.5% | 17.5% |
| 25Δ | 124.72 | 85.7% | 24.2% | 91.44 | 77.2% | 14.8% |
| 30Δ | 120.35 | 85.6% | 20.9% | 94.50 | 76.7% | 12.8% |
| 35Δ | 116.18 | 84.1% | 17.7% | 97.35 | 75.7% | 11.1% |
| 40Δ | 112.70 | 84.5% | 15.3% | 100.15 | 74.6% | 9.4% |
| 45Δ | 109.50 | 85.9% | 13.4% | 102.75 | 72.9% | 8.0% |
| 50Δ | 106.38 | 87.3% | 11.7% | 105.32 | 71.1% | 6.7% |
| 55Δ | 103.22 | 88.4% | 10.0% | 107.71 | 68.8% | 5.6% |
| 60Δ | 100.05 | 89.2% | 8.5% | 110.11 | 66.6% | 4.4% |
| 65Δ | 96.64 | 92.7% | 7.3% | 112.56 | 64.9% | 3.6% |
| 70Δ | 92.96 | 96.8% | 6.2% | 115.01 | 63.3% | 2.7% |
| 75Δ | 88.78 | 102.1% | 5.2% | 118.17 | 63.2% | 2.1% |
| 80Δ | 83.79 | 109.1% | 4.2% | 121.44 | 62.5% | 1.4% |
| Date | IV |
|---|---|
| 66.54% | |
| 66.54% |