Share price$93.13
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:21:34.068Z
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 · 2026-10-21T20:36:16.891205722Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 107.96 | 55.2% | 17.6% | 82.32 | 58.2% | 13.6% |
| 25Δ | 105.08 | 55.4% | 15.0% | 84.74 | 58.2% | 11.7% |
| 30Δ | 102.60 | 54.4% | 12.9% | 86.91 | 56.0% | 9.9% |
| 35Δ | 100.14 | 53.4% | 10.8% | 89.05 | 53.5% | 8.2% |
| 40Δ | 98.26 | 54.1% | 9.6% | 91.04 | 53.9% | 7.1% |
| 45Δ | 96.42 | 54.9% | 8.4% | 92.90 | 56.6% | 6.4% |
| 50Δ | 94.58 | 55.4% | 7.2% | 94.76 | 59.2% | 5.7% |
| 55Δ | 92.76 | 55.0% | 6.2% | 96.80 | 59.4% | 4.9% |
| 60Δ | 90.93 | 54.5% | 5.2% | 98.86 | 59.2% | 4.0% |
| 65Δ | 89.22 | 53.2% | 4.2% | 100.96 | 58.5% | 3.3% |
| 70Δ | 87.61 | 50.9% | 3.4% | 103.11 | 57.4% | 2.5% |
| 75Δ | 86.01 | 48.6% | 2.6% | 105.44 | 56.7% | 1.9% |
| 80Δ | 84.35 | 46.2% | 1.9% | 109.21 | 59.5% | 1.4% |
No recorded observations