Share price$63.42
1D+2.8%
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Market dataready · fetched 2026-10-21T17:51:36.949Z
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 · 2026-10-21T17:51:16.994373423Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.34 | 134.6% | 10.4% | 58.11 | 150.3% | 9.7% |
| 25Δ | 67.96 | 129.1% | 8.5% | 59.56 | 135.7% | 7.7% |
| 30Δ | 67.19 | 135.4% | 7.8% | 60.46 | 137.1% | 6.7% |
| 35Δ | 66.32 | 137.7% | 6.9% | 61.28 | 138.8% | 5.9% |
| 40Δ | 65.45 | 138.7% | 6.0% | 62.16 | 134.0% | 5.0% |
| 45Δ | 64.60 | 138.8% | 5.2% | 62.95 | 135.7% | 4.4% |
| 50Δ | 63.76 | 136.2% | 4.3% | 63.76 | 137.0% | 3.8% |
| 55Δ | 62.95 | 135.7% | 3.6% | 64.59 | 138.0% | 3.2% |
| 60Δ | 62.14 | 137.3% | 3.1% | 65.42 | 137.2% | 2.7% |
| 65Δ | 61.29 | 138.7% | 2.6% | 66.24 | 134.2% | 2.2% |
| 70Δ | 60.37 | 140.8% | 2.1% | 67.13 | 133.4% | 1.8% |
| 75Δ | 59.22 | 149.2% | 1.8% | 67.92 | 128.0% | 1.3% |
| 80Δ | 58.17 | 148.4% | 1.3% | 69.21 | 132.2% | 1.0% |
| Date | IV |
|---|---|
| 185.29% | |
| 168.40% | |
| 178.12% | |
| 183.31% | |
| 191.97% | |
| 179.63% | |
| 173.85% | |
| 190.44% | |
| 149.50% | |
| 137.55% | |
| 122.11% | |
| 121.22% | |
| 120.08% | |
| 111.98% | |
| 110.72% | |
| 111.72% | |
| 110.71% | |
| 111.94% | |
| 111.05% | |
| 110.20% | |
| 101.12% | |
| 109.76% | |
| 110.82% | |
| 117.86% | |
| 107.04% | |
| 90.60% | |
| 97.03% | |
| 97.11% | |
| 97.61% | |
| 94.44% | |
| 94.68% | |
| 108.40% | |
| 103.97% | |
| 105.67% | |
| 93.88% | |
| 103.40% | |
| 105.68% | |
| 107.32% | |
| 103.64% | |
| 97.25% | |
| 116.13% | |
| 109.14% | |
| 105.19% | |
| 105.73% | |
| 99.96% | |
| 103.28% | |
| 100.67% | |
| 102.43% | |
| 98.32% | |
| 87.32% | |
| 88.94% | |
| 90.04% | |
| 94.32% | |
| 100.30% | |
| 92.07% | |
| 95.41% | |
| 104.95% | |
| 115.32% | |
| 118.18% | |
| 115.53% | |
| 118.65% | |
| 123.46% |