Share price$69.51
1D-1.8%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T16:15:54.835Z
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 · 2026-10-22T16:14:44.521018045Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.34 | 45.3% | 14.1% | |||
| 25Δ | 76.45 | 43.7% | 11.7% | 64.46 | 44.5% | 9.3% |
| 30Δ | 74.78 | 42.0% | 9.7% | 65.54 | 43.5% | 8.3% |
| 35Δ | 73.48 | 41.8% | 8.4% | 66.62 | 42.5% | 7.4% |
| 40Δ | 72.40 | 42.6% | 7.5% | 67.70 | 41.5% | 6.4% |
| 45Δ | 71.33 | 43.3% | 6.7% | 68.78 | 40.5% | 5.4% |
| 50Δ | 70.25 | 44.1% | 5.8% | 69.86 | 39.5% | 4.5% |
| 55Δ | 69.17 | 44.9% | 5.0% | 70.94 | 38.5% | 3.5% |
| 60Δ | 68.02 | 45.9% | 4.3% | 72.02 | 37.5% | 2.5% |
| 65Δ | 66.85 | 46.8% | 3.6% | 72.97 | 36.7% | 2.0% |
| 70Δ | 73.91 | 35.9% | 1.5% | |||
| 75Δ | ||||||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 37.33% | |
| 36.45% |