Share price$65.00
1D+1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:14:56.627Z
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 · 2026-10-21T23:00:00.003976392Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 60.88 | 51.5% | 9.3% | |||
| 35Δ | 62.12 | 48.9% | 7.9% | |||
| 40Δ | 63.36 | 46.3% | 6.5% | |||
| 45Δ | 64.61 | 43.7% | 5.1% | |||
| 50Δ | 65.89 | 44.5% | 4.3% | |||
| 55Δ | 64.65 | 45.4% | 5.0% | 67.19 | 47.0% | 3.8% |
| 60Δ | 63.50 | 46.2% | 4.4% | 68.49 | 49.4% | 3.3% |
| 65Δ | 62.34 | 46.9% | 3.8% | 69.78 | 51.9% | 2.9% |
| 70Δ | 61.18 | 47.7% | 3.1% | |||
| 75Δ | 60.02 | 48.4% | 2.5% | |||
| 80Δ | 58.66 | 46.6% | 2.0% | |||
No recorded observations