Share price$64.58
1D-5.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:21:40.135Z
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 · 2026-10-21T23:56:47.840874634Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 68.87 | 21.7% | 7.4% | 60.87 | 24.8% | 6.6% |
| 25Δ | 68.19 | 21.3% | 6.5% | 61.54 | 24.3% | 5.9% |
| 30Δ | 67.51 | 20.9% | 5.7% | 62.21 | 23.9% | 5.1% |
| 35Δ | 66.84 | 20.5% | 4.9% | 62.87 | 23.4% | 4.4% |
| 40Δ | 66.16 | 20.0% | 4.1% | 63.54 | 22.9% | 3.6% |
| 45Δ | 65.49 | 19.6% | 3.3% | 64.21 | 22.4% | 2.9% |
| 50Δ | 64.80 | 19.7% | 2.6% | 64.87 | 21.9% | 2.1% |
| 55Δ | 64.08 | 21.1% | 2.4% | 67.04 | 26.5% | 1.8% |
| 60Δ | 63.37 | 22.5% | 2.1% | 69.55 | 32.3% | 1.6% |
| 65Δ | 62.65 | 24.0% | 1.9% | 72.06 | 38.1% | 1.4% |
| 70Δ | 61.93 | 25.4% | 1.7% | 74.58 | 43.9% | 1.2% |
| 75Δ | 61.22 | 26.8% | 1.4% | 77.09 | 49.6% | 1.0% |
| 80Δ | 60.50 | 28.2% | 1.2% | 79.60 | 55.4% | 0.8% |
No recorded observations