Share price$70.23
1D-6.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:30:52.119Z
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 · 2026-10-22T18:30:08.214966529Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 87.88 | 81.7% | 27.6% | 60.98 | 68.3% | 15.6% |
| 25Δ | 85.82 | 87.7% | 25.5% | 62.80 | 70.4% | 14.0% |
| 30Δ | 81.94 | 82.5% | 20.6% | 64.62 | 72.5% | 12.4% |
| 35Δ | 78.52 | 76.8% | 16.4% | 66.47 | 74.2% | 11.0% |
| 40Δ | 76.11 | 75.1% | 13.8% | 68.33 | 75.8% | 9.8% |
| 45Δ | 73.99 | 75.4% | 11.8% | 70.18 | 77.1% | 8.5% |
| 50Δ | 72.10 | 77.2% | 10.4% | 72.01 | 75.1% | 7.3% |
| 55Δ | 70.22 | 79.0% | 9.0% | 73.83 | 73.2% | 6.0% |
| 60Δ | 68.41 | 76.0% | 7.5% | 76.08 | 74.4% | 5.0% |
| 65Δ | 66.62 | 72.4% | 5.9% | 79.10 | 81.1% | 4.4% |
| 70Δ | 64.79 | 69.3% | 4.4% | 82.41 | 85.3% | 3.7% |
| 75Δ | 62.66 | 70.8% | 3.6% | 85.68 | 86.9% | 2.9% |
| 80Δ | 60.53 | 72.2% | 2.8% | 88.48 | 83.8% | 2.0% |
| Date | IV |
|---|---|
| 70.01% | |
| 69.37% |