Share price$79.85
1D-2.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:37:31.886Z
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 · 2026-10-22T14:35:49.232966173Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 95.01 | 64.9% | 20.9% | 67.47 | 83.7% | 18.6% |
| 25Δ | 91.79 | 63.2% | 17.4% | 69.97 | 86.8% | 16.5% |
| 30Δ | 89.23 | 62.5% | 14.8% | 72.53 | 87.1% | 14.6% |
| 35Δ | 87.03 | 62.3% | 12.8% | 75.09 | 87.4% | 12.7% |
| 40Δ | 84.66 | 58.5% | 10.3% | 77.57 | 87.7% | 11.0% |
| 45Δ | 82.84 | 57.6% | 8.8% | 80.08 | 88.3% | 9.6% |
| 50Δ | 81.14 | 57.0% | 7.4% | 82.72 | 90.0% | 8.4% |
| 55Δ | 79.51 | 55.9% | 6.2% | 85.64 | 92.6% | 7.3% |
| 60Δ | 77.94 | 55.2% | 5.2% | 89.43 | 99.3% | 6.5% |
| 65Δ | 76.34 | 55.1% | 4.3% | 93.53 | 103.5% | 5.5% |
| 70Δ | 74.75 | 54.8% | 3.5% | 98.78 | 109.6% | 4.7% |
| 75Δ | 73.20 | 52.8% | 2.8% | 107.92 | 124.5% | 4.0% |
| 80Δ | 71.65 | 50.8% | 2.1% | |||
| Date | IV |
|---|---|
| 68.83% |