Share price$78.83
1D-3.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:34:23.390Z
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 · 2026-10-22T17:31:03.79330504Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 65.94 | 89.7% | 19.6% | |||
| 25Δ | 89.87 | 59.8% | 16.3% | 68.76 | 89.9% | 17.1% |
| 30Δ | 87.55 | 59.3% | 14.0% | 71.47 | 89.2% | 14.9% |
| 35Δ | 85.45 | 58.6% | 12.0% | 74.08 | 87.7% | 12.8% |
| 40Δ | 83.51 | 57.8% | 10.2% | 76.65 | 91.4% | 11.4% |
| 45Δ | 81.74 | 56.9% | 8.6% | 79.27 | 95.5% | 10.3% |
| 50Δ | 80.07 | 56.1% | 7.3% | 82.15 | 98.0% | 9.0% |
| 55Δ | 78.49 | 54.1% | 6.0% | 85.34 | 100.9% | 7.9% |
| 60Δ | 77.03 | 52.5% | 5.0% | 89.02 | 104.8% | 6.8% |
| 65Δ | 75.59 | 51.2% | 4.0% | 93.89 | 112.1% | 6.0% |
| 70Δ | 74.19 | 49.6% | 3.3% | 100.66 | 122.7% | 5.2% |
| 75Δ | 72.80 | 47.8% | 2.6% | 112.96 | 143.9% | 4.5% |
| 80Δ | 71.41 | 46.0% | 2.0% | |||
| Date | IV |
|---|---|
| 68.83% |