Share price$90.40
1D-0.1%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:13.177Z
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 · 2026-10-21T17:52:06.193785626Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:09.193245+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 94.89 | 74.9% | 5.6% | 86.50 | 73.1% | 4.9% |
| 25Δ | 94.00 | 74.7% | 4.8% | 87.32 | 72.4% | 4.2% |
| 30Δ | 93.21 | 74.3% | 4.1% | 88.02 | 73.0% | 3.7% |
| 35Δ | 92.50 | 74.0% | 3.6% | 88.68 | 72.8% | 3.2% |
| 40Δ | 91.82 | 73.9% | 3.1% | 89.32 | 72.3% | 2.8% |
| 45Δ | 91.18 | 73.8% | 2.7% | 89.94 | 71.5% | 2.4% |
| 50Δ | 90.55 | 74.1% | 2.3% | 90.55 | 72.1% | 2.0% |
| 55Δ | 89.93 | 74.4% | 2.0% | 91.17 | 72.9% | 1.8% |
| 60Δ | 89.30 | 74.1% | 1.6% | 91.82 | 73.5% | 1.5% |
| 65Δ | 88.65 | 74.1% | 1.4% | 92.46 | 72.8% | 1.2% |
| 70Δ | 87.98 | 74.4% | 1.1% | 93.10 | 71.6% | 1.0% |
| 75Δ | 87.19 | 75.7% | 0.9% | 93.78 | 70.1% | 0.7% |
| 80Δ | 85.92 | 85.0% | 0.7% | 96.02 | 92.7% | 0.7% |
| Date | IV |
|---|---|
| 83.58% | |
| 85.25% | |
| 93.23% | |
| 93.52% | |
| 99.51% | |
| 100.77% | |
| 105.20% | |
| 120.46% | |
| 126.83% | |
| 137.15% | |
| 172.64% | |
| 52.45% | |
| 52.52% | |
| 51.97% | |
| 49.85% | |
| 52.71% | |
| 47.00% | |
| 52.13% | |
| 53.36% | |
| 55.08% | |
| 52.63% | |
| 49.06% | |
| 53.34% | |
| 53.53% | |
| 52.63% | |
| 52.45% | |
| 47.72% | |
| 50.98% | |
| 53.68% | |
| 49.50% | |
| 50.65% | |
| 45.81% | |
| 62.44% | |
| 60.27% | |
| 55.59% | |
| 51.82% | |
| 56.11% | |
| 56.09% | |
| 58.23% | |
| 55.00% | |
| 46.27% | |
| 60.19% | |
| 59.35% | |
| 66.17% | |
| 62.92% | |
| 58.60% | |
| 58.47% | |
| 57.50% | |
| 55.87% | |
| 55.64% | |
| 51.47% | |
| 51.59% | |
| 50.86% | |
| 51.10% | |
| 50.28% | |
| 58.82% | |
| 58.95% | |
| 59.65% | |
| 71.24% | |
| 68.94% | |
| 73.85% | |
| 74.11% | |
| 77.02% |