Share price$60.16
1D+0.7%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:01:44.915Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:34.860130767Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 66.90 | 153.9% | 12.4% | 57.24 | 82.5% | 5.6% |
| 25Δ | 62.44 | 71.0% | 4.5% | 57.89 | 80.7% | 4.7% |
| 30Δ | 61.88 | 68.5% | 3.8% | 58.41 | 80.3% | 4.1% |
| 35Δ | 61.47 | 69.8% | 3.4% | 58.91 | 80.2% | 3.5% |
| 40Δ | 61.05 | 69.6% | 2.9% | 59.38 | 77.2% | 3.0% |
| 45Δ | 60.65 | 68.7% | 2.5% | 59.84 | 73.7% | 2.5% |
| 50Δ | 60.26 | 67.6% | 2.1% | 60.25 | 71.3% | 2.0% |
| 55Δ | 59.83 | 69.9% | 1.8% | 60.64 | 69.6% | 1.7% |
| 60Δ | 59.34 | 78.6% | 1.7% | 61.03 | 68.1% | 1.4% |
| 65Δ | 58.86 | 83.9% | 1.5% | 61.46 | 69.5% | 1.2% |
| 70Δ | 58.41 | 81.2% | 1.2% | 61.99 | 72.8% | 1.0% |
| 75Δ | 57.94 | 79.1% | 0.9% | 62.66 | 77.9% | 0.8% |
| 80Δ | 57.25 | 82.2% | 0.7% | 63.09 | 73.4% | 0.6% |
| Date | IV |
|---|---|
| 93.81% | |
| 84.74% | |
| 89.98% | |
| 90.15% | |
| 98.14% | |
| 95.33% | |
| 81.90% | |
| 82.48% | |
| 83.56% | |
| 96.99% | |
| 91.43% | |
| 84.47% | |
| 102.30% | |
| 93.82% | |
| 87.78% | |
| 85.79% | |
| 77.19% | |
| 81.18% | |
| 80.83% | |
| 92.75% | |
| 91.79% | |
| 90.56% | |
| 95.56% | |
| 89.69% | |
| 88.64% | |
| 92.00% | |
| 80.30% | |
| 87.27% | |
| 82.29% | |
| 83.76% | |
| 88.30% | |
| 81.09% | |
| 85.90% | |
| 93.91% | |
| 102.59% | |
| 81.78% | |
| 89.73% | |
| 88.27% | |
| 93.26% | |
| 81.18% | |
| 74.00% | |
| 72.30% | |
| 76.96% | |
| 72.14% | |
| 72.93% | |
| 68.13% | |
| 75.98% | |
| 74.44% | |
| 70.97% | |
| 71.99% | |
| 64.66% | |
| 62.89% | |
| 66.21% | |
| 68.20% | |
| 70.47% | |
| 64.26% | |
| 67.90% | |
| 69.34% | |
| 79.18% | |
| 79.56% | |
| 70.78% | |
| 72.75% | |
| 70.12% |