Share price$73.65
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:31:53.996Z
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 · 2026-10-22T20:00:00.567745626Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 80.18 | 32.5% | 9.8% | 68.54 | 33.6% | 8.0% |
| 25Δ | 77.92 | 26.2% | 6.9% | 70.29 | 27.9% | 5.8% |
| 30Δ | 76.73 | 23.1% | 5.4% | 71.44 | 24.4% | 4.3% |
| 35Δ | 75.72 | 20.6% | 4.1% | 72.30 | 21.6% | 3.3% |
| 40Δ | 75.01 | 19.2% | 3.3% | 73.01 | 19.3% | 2.5% |
| 45Δ | 74.49 | 18.4% | 2.8% | 73.48 | 18.1% | 2.0% |
| 50Δ | 73.97 | 17.7% | 2.4% | 73.96 | 16.9% | 1.5% |
| 55Δ | 73.48 | 18.4% | 2.1% | 74.39 | 16.5% | 1.2% |
| 60Δ | 72.98 | 19.1% | 1.9% | 74.82 | 16.2% | 1.0% |
| 65Δ | 72.41 | 19.7% | 1.7% | 75.27 | 16.0% | 0.7% |
| 70Δ | 71.79 | 20.4% | 1.4% | 75.73 | 16.0% | 0.5% |
| 75Δ | 71.09 | 21.1% | 1.2% | 76.24 | 15.9% | 0.3% |
| 80Δ | 70.25 | 21.9% | 1.0% | 76.79 | 15.8% | 0.2% |
| Date | IV |
|---|---|
| 31.40% | |
| 24.11% |