Share price$73.16
1D-3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:36.230Z
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 · 2026-10-22T20:00:02.549890731Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 92.68 | 85.5% | 29.1% | 62.19 | 79.1% | 17.8% |
| 25Δ | 89.52 | 88.0% | 25.6% | 65.01 | 75.7% | 14.7% |
| 30Δ | 84.53 | 78.6% | 19.3% | 67.07 | 75.6% | 13.0% |
| 35Δ | 81.97 | 78.2% | 16.7% | 69.13 | 75.4% | 11.2% |
| 40Δ | 79.49 | 77.5% | 14.2% | 71.17 | 76.0% | 9.8% |
| 45Δ | 77.24 | 75.6% | 12.0% | 73.18 | 77.3% | 8.6% |
| 50Δ | 74.99 | 73.7% | 9.8% | 75.23 | 78.6% | 7.4% |
| 55Δ | 73.09 | 72.7% | 8.4% | 77.53 | 79.9% | 6.4% |
| 60Δ | 71.20 | 71.7% | 6.9% | 79.84 | 81.1% | 5.4% |
| 65Δ | 69.24 | 71.7% | 5.7% | 82.55 | 82.3% | 4.5% |
| 70Δ | 67.16 | 73.2% | 4.7% | 85.37 | 83.3% | 3.6% |
| 75Δ | 65.09 | 74.7% | 3.8% | 88.70 | 84.2% | 2.8% |
| 80Δ | 62.37 | 77.4% | 3.0% | 92.90 | 86.2% | 2.0% |
| Date | IV |
|---|---|
| 70.01% | |
| 69.37% |