Share price$85.74
1D-1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:07:23.064Z
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 · 2026-10-22T20:10:00.002212823Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 97.11 | 47.2% | 14.7% | 80.28 | 30.5% | 7.4% |
| 25Δ | 92.23 | 34.0% | 8.9% | 81.30 | 31.4% | 6.6% |
| 30Δ | 89.87 | 27.7% | 6.3% | 82.31 | 32.4% | 5.9% |
| 35Δ | 89.05 | 29.0% | 5.7% | 83.46 | 30.9% | 4.8% |
| 40Δ | 87.93 | 27.2% | 4.7% | 84.50 | 30.8% | 4.1% |
| 45Δ | 87.29 | 32.3% | 4.8% | 85.36 | 31.9% | 3.7% |
| 50Δ | 86.43 | 35.5% | 4.6% | 86.31 | 29.6% | 2.9% |
| 55Δ | 85.38 | 34.8% | 3.9% | 87.31 | 30.8% | 2.5% |
| 60Δ | 84.34 | 33.7% | 3.2% | 88.29 | 32.0% | 2.2% |
| 65Δ | 83.26 | 34.0% | 2.7% | 88.88 | 27.8% | 1.5% |
| 70Δ | 82.17 | 33.6% | 2.2% | 90.80 | 33.4% | 1.4% |
| 75Δ | 81.09 | 33.0% | 1.8% | 91.62 | 31.3% | 0.9% |
| 80Δ | 80.00 | 32.3% | 1.4% | 93.10 | 31.7% | 0.6% |
| Date | IV |
|---|---|
| 30.26% | |
| 29.36% |