Share price$68.87
1D-2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:09:44.852Z
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 · 2026-10-22T20:59:00.533017239Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 75.11 | 33.2% | 10.1% | |||
| 25Δ | 75.87 | 44.8% | 11.9% | |||
| 30Δ | 74.13 | 42.6% | 9.8% | 65.20 | 44.4% | 7.9% |
| 35Δ | 72.94 | 43.2% | 8.6% | 66.39 | 43.5% | 6.7% |
| 40Δ | 71.88 | 44.6% | 7.7% | 67.49 | 42.6% | 5.7% |
| 45Δ | 70.78 | 45.3% | 6.8% | 68.54 | 41.3% | 4.7% |
| 50Δ | 69.67 | 46.1% | 6.0% | 69.59 | 42.0% | 4.1% |
| 55Δ | 68.54 | 47.1% | 5.2% | 70.74 | 44.3% | 3.6% |
| 60Δ | 67.37 | 47.8% | 4.5% | 71.53 | 40.6% | 2.8% |
| 65Δ | 66.07 | 50.3% | 3.9% | 72.66 | 40.3% | 2.2% |
| 70Δ | 65.12 | 45.7% | 2.9% | 74.50 | 45.4% | 2.0% |
| 75Δ | 75.89 | 45.1% | 1.4% | |||
| 80Δ | 78.20 | 48.3% | 1.1% | |||
| Date | IV |
|---|---|
| 37.33% | |
| 36.45% |