Share price$64.39
1D-0.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T06:01:59.286Z
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 · 2026-10-22T00:00:00.046569384Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T06:01:55.794169+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 75.61 | 55.2% | 19.1% | 56.49 | 62.9% | 14.4% |
| 25Δ | 73.08 | 53.0% | 15.6% | 58.24 | 62.8% | 12.5% |
| 30Δ | 70.54 | 50.9% | 12.1% | 60.17 | 56.6% | 9.9% |
| 35Δ | 69.02 | 50.6% | 10.4% | 61.43 | 58.7% | 8.9% |
| 40Δ | 67.77 | 50.7% | 9.1% | 62.79 | 59.2% | 7.9% |
| 45Δ | 66.52 | 50.8% | 7.9% | 64.15 | 59.6% | 6.8% |
| 50Δ | 65.28 | 51.0% | 6.7% | 65.54 | 59.8% | 5.8% |
| 55Δ | 64.06 | 51.5% | 5.8% | 66.97 | 59.5% | 5.0% |
| 60Δ | 62.84 | 52.2% | 5.0% | 68.41 | 59.3% | 4.1% |
| 65Δ | 61.63 | 52.9% | 4.2% | 69.84 | 59.0% | 3.3% |
| 70Δ | 60.37 | 53.3% | 3.4% | 71.53 | 58.5% | 2.6% |
| 75Δ | 58.91 | 54.7% | 2.8% | 73.25 | 57.9% | 2.0% |
| 80Δ | 57.32 | 55.4% | 2.2% | 74.98 | 57.3% | 1.3% |
No recorded observations