Share price$60.18
1D+0.8%
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Market dataready · fetched 2026-10-21T17:49:41.567Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:48:50.108276323Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 66.93 | 155.2% | 12.4% | 57.24 | 83.2% | 5.6% |
| 25Δ | 62.45 | 70.8% | 4.5% | 57.86 | 82.6% | 4.8% |
| 30Δ | 61.88 | 67.8% | 3.8% | 58.43 | 79.7% | 4.1% |
| 35Δ | 61.45 | 67.8% | 3.3% | 58.99 | 76.1% | 3.3% |
| 40Δ | 61.04 | 67.7% | 2.8% | 59.43 | 74.7% | 2.9% |
| 45Δ | 60.65 | 70.2% | 2.5% | 59.86 | 73.4% | 2.4% |
| 50Δ | 60.26 | 72.9% | 2.3% | 60.27 | 71.8% | 2.1% |
| 55Δ | 59.85 | 76.2% | 2.0% | 60.66 | 70.2% | 1.7% |
| 60Δ | 59.37 | 80.6% | 1.8% | 61.06 | 68.9% | 1.4% |
| 65Δ | 58.89 | 83.3% | 1.5% | 61.50 | 70.5% | 1.2% |
| 70Δ | 58.44 | 80.5% | 1.2% | 62.06 | 74.7% | 1.0% |
| 75Δ | 58.00 | 77.8% | 0.9% | 62.70 | 78.5% | 0.8% |
| 80Δ | 57.32 | 80.6% | 0.7% | 63.16 | 74.5% | 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% |