Share price$73.57
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:11:09.411Z
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 · 2026-10-22T23:00:00.003314402Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 86.22 | 59.5% | 18.9% | 66.51 | 46.4% | 11.1% |
| 25Δ | 79.21 | 34.8% | 9.1% | 68.20 | 44.1% | 9.2% |
| 30Δ | 78.20 | 35.4% | 8.2% | 69.88 | 41.9% | 7.4% |
| 35Δ | 77.19 | 36.1% | 7.3% | 71.01 | 41.6% | 6.5% |
| 40Δ | 76.18 | 36.7% | 6.4% | 72.09 | 41.4% | 5.7% |
| 45Δ | 75.17 | 37.3% | 5.5% | 73.18 | 41.3% | 4.9% |
| 50Δ | 74.10 | 38.5% | 4.9% | 74.26 | 41.2% | 4.0% |
| 55Δ | 73.03 | 39.8% | 4.4% | 75.46 | 41.7% | 3.4% |
| 60Δ | 71.96 | 41.1% | 3.8% | 76.93 | 43.8% | 2.9% |
| 65Δ | 70.88 | 42.3% | 3.3% | 78.40 | 45.9% | 2.5% |
| 70Δ | 69.79 | 43.1% | 2.7% | 79.86 | 48.0% | 2.0% |
| 75Δ | 68.63 | 41.4% | 2.3% | 81.47 | 47.2% | 1.6% |
| 80Δ | 67.47 | 39.7% | 1.8% | 83.09 | 46.2% | 1.1% |
| Date | IV |
|---|---|
| 35.37% | |
| 33.59% |