Share price$85.89
1D+0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:08:05.219Z
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 · 2026-10-23T15:05:50.926114384Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 96.77 | 42.3% | 13.9% | 80.38 | 31.2% | 7.4% |
| 25Δ | 94.39 | 38.6% | 11.3% | 81.39 | 32.3% | 6.7% |
| 30Δ | 92.01 | 34.9% | 8.8% | 82.40 | 33.4% | 6.0% |
| 35Δ | 89.64 | 31.1% | 6.3% | 83.42 | 32.2% | 5.0% |
| 40Δ | 88.12 | 27.9% | 4.7% | 84.43 | 27.5% | 3.8% |
| 45Δ | 87.06 | 23.8% | 3.5% | 85.45 | 22.8% | 2.7% |
| 50Δ | 86.34 | 28.2% | 3.5% | 86.48 | 26.4% | 2.4% |
| 55Δ | 85.55 | 30.2% | 3.4% | 87.58 | 34.1% | 2.7% |
| 60Δ | 84.67 | 29.4% | 3.0% | 88.46 | 32.7% | 2.2% |
| 65Δ | 83.78 | 28.6% | 2.6% | 89.55 | 30.6% | 1.6% |
| 70Δ | 82.90 | 27.8% | 2.1% | 91.58 | 32.2% | 1.3% |
| 75Δ | 82.02 | 27.0% | 1.7% | 93.61 | 33.9% | 1.0% |
| 80Δ | 81.13 | 26.2% | 1.3% | 95.65 | 35.5% | 0.7% |
| Date | IV |
|---|---|
| 30.26% | |
| 29.36% | |
| 30.77% |