Share price$62.45
1D+0.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:48:26.792Z
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 · 2026-10-23T15:48:16.53128757Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 67.31 | 29.3% | 8.6% | 57.56 | 38.6% | 9.1% |
| 25Δ | 66.49 | 30.0% | 7.7% | 58.55 | 39.3% | 8.0% |
| 30Δ | 65.82 | 31.5% | 7.0% | 59.43 | 40.4% | 7.1% |
| 35Δ | 65.13 | 32.7% | 6.3% | 60.40 | 39.5% | 6.0% |
| 40Δ | 64.32 | 31.9% | 5.4% | 61.33 | 37.1% | 4.9% |
| 45Δ | 63.58 | 32.2% | 4.7% | 62.19 | 35.4% | 4.0% |
| 50Δ | 62.90 | 33.6% | 4.2% | 63.00 | 38.5% | 3.7% |
| 55Δ | 62.16 | 35.9% | 3.9% | 63.69 | 35.3% | 2.9% |
| 60Δ | 61.46 | 34.1% | 3.2% | 64.41 | 33.6% | 2.2% |
| 65Δ | 60.76 | 32.2% | 2.5% | 65.40 | 35.5% | 1.9% |
| 70Δ | 60.00 | 32.4% | 2.1% | 66.71 | 39.2% | 1.6% |
| 75Δ | 59.19 | 32.4% | 1.7% | 68.05 | 40.9% | 1.3% |
| 80Δ | 58.32 | 32.3% | 1.3% | 69.74 | 43.0% | 0.9% |
| Date | IV |
|---|---|
| 27.47% | |
| 27.71% | |
| 31.37% |