Share price$86.18
1D-7.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:17:15.220Z
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 · 2026-10-22T20:00:03.174506804Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 106.27 | 76.3% | 25.5% | 74.67 | 69.6% | 15.8% |
| 25Δ | 100.18 | 67.8% | 18.8% | 77.20 | 68.5% | 13.6% |
| 30Δ | 97.64 | 69.0% | 16.7% | 79.62 | 67.8% | 11.7% |
| 35Δ | 95.20 | 70.5% | 14.7% | 81.77 | 67.9% | 10.2% |
| 40Δ | 92.84 | 70.9% | 12.9% | 83.87 | 68.1% | 8.9% |
| 45Δ | 90.48 | 71.1% | 11.1% | 85.99 | 68.4% | 7.7% |
| 50Δ | 88.24 | 71.3% | 9.6% | 88.14 | 68.9% | 6.6% |
| 55Δ | 86.03 | 71.4% | 8.1% | 90.33 | 69.3% | 5.6% |
| 60Δ | 83.83 | 71.2% | 6.8% | 92.79 | 70.2% | 4.7% |
| 65Δ | 81.66 | 70.6% | 5.6% | 95.26 | 70.8% | 3.9% |
| 70Δ | 79.41 | 70.4% | 4.5% | 97.79 | 69.7% | 3.1% |
| 75Δ | 76.96 | 71.0% | 3.6% | 100.45 | 68.8% | 2.3% |
| 80Δ | 74.35 | 71.8% | 2.8% | 104.12 | 69.8% | 1.6% |
| Date | IV |
|---|---|
| 59.12% | |
| 57.78% |