Share price$87.01
1D-6.4%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T14:49:07.670Z
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 · 2026-10-22T14:47:09.741251771Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 106.21 | 73.2% | 24.2% | 75.33 | 70.0% | 15.9% |
| 25Δ | 101.87 | 70.3% | 19.8% | 78.01 | 67.6% | 13.5% |
| 30Δ | 98.45 | 68.2% | 16.5% | 80.54 | 65.8% | 11.4% |
| 35Δ | 95.70 | 67.6% | 14.1% | 82.63 | 65.7% | 10.0% |
| 40Δ | 93.32 | 67.3% | 12.2% | 84.72 | 65.6% | 8.5% |
| 45Δ | 91.05 | 67.3% | 10.4% | 86.81 | 66.3% | 7.5% |
| 50Δ | 88.88 | 66.8% | 8.9% | 88.90 | 67.2% | 6.5% |
| 55Δ | 86.80 | 66.0% | 7.5% | 91.09 | 67.7% | 5.5% |
| 60Δ | 84.71 | 65.5% | 6.2% | 93.38 | 67.9% | 4.6% |
| 65Δ | 82.54 | 66.7% | 5.3% | 95.76 | 67.9% | 3.8% |
| 70Δ | 80.38 | 67.9% | 4.3% | 98.35 | 67.7% | 3.0% |
| 75Δ | 77.87 | 69.2% | 3.5% | 101.21 | 67.7% | 2.2% |
| 80Δ | 75.28 | 70.5% | 2.7% | 104.55 | 68.1% | 1.6% |
| Date | IV |
|---|---|
| 59.12% | |
| 57.78% |