Share price$62.29
1D+0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:55:50.808Z
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 · 2026-10-23T20:00:00.280191069Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 67.59 | 32.0% | 9.5% | 57.47 | 38.1% | 9.0% |
| 25Δ | 66.73 | 32.9% | 8.4% | 58.59 | 37.2% | 7.6% |
| 30Δ | 65.66 | 31.5% | 7.0% | 59.53 | 36.6% | 6.5% |
| 35Δ | 64.87 | 31.6% | 6.1% | 60.41 | 36.1% | 5.5% |
| 40Δ | 64.16 | 32.2% | 5.4% | 61.23 | 35.4% | 4.7% |
| 45Δ | 63.47 | 33.4% | 4.9% | 62.02 | 33.6% | 3.8% |
| 50Δ | 62.76 | 34.7% | 4.4% | 62.72 | 32.4% | 3.1% |
| 55Δ | 62.01 | 35.8% | 3.9% | 63.59 | 35.3% | 2.8% |
| 60Δ | 61.28 | 34.3% | 3.2% | 64.35 | 35.8% | 2.4% |
| 65Δ | 60.51 | 33.9% | 2.6% | 64.95 | 32.7% | 1.7% |
| 70Δ | 59.70 | 34.3% | 2.2% | 65.52 | 30.5% | 1.3% |
| 75Δ | 58.82 | 34.7% | 1.8% | 67.18 | 36.1% | 1.1% |
| 80Δ | 57.85 | 35.0% | 1.4% | 68.86 | 39.2% | 0.8% |
| Date | IV |
|---|---|
| 27.47% | |
| 27.71% | |
| 31.37% |