Share price$68.86
1D-2.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:54:07.092Z
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 · 2026-10-22T16:54:00.795761621Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.88 | 50.9% | 16.1% | |||
| 25Δ | 76.04 | 45.7% | 12.2% | |||
| 30Δ | 74.11 | 42.6% | 9.8% | 65.30 | 42.8% | 7.6% |
| 35Δ | 72.93 | 43.2% | 8.6% | 66.45 | 42.0% | 6.5% |
| 40Δ | 71.88 | 44.6% | 7.7% | 67.52 | 41.0% | 5.5% |
| 45Δ | 70.78 | 45.5% | 6.8% | 68.53 | 39.8% | 4.6% |
| 50Δ | 69.68 | 47.0% | 6.1% | 69.57 | 41.3% | 4.0% |
| 55Δ | 68.53 | 48.5% | 5.4% | 70.46 | 40.0% | 3.3% |
| 60Δ | 67.33 | 49.3% | 4.6% | 71.26 | 36.2% | 2.4% |
| 65Δ | 66.05 | 50.5% | 3.9% | 72.13 | 35.3% | 1.9% |
| 70Δ | 65.11 | 45.7% | 2.9% | 72.97 | 34.0% | 1.4% |
| 75Δ | 73.73 | 32.1% | 1.0% | |||
| 80Δ | 74.85 | 32.1% | 0.6% | |||
| Date | IV |
|---|---|
| 37.33% | |
| 36.45% |