Share price$92.53
1D+2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:11:09.366Z
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 · 2026-10-22T23:00:00.002615283Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 101.62 | 35.7% | 10.9% | 83.64 | 47.4% | 11.2% |
| 25Δ | 99.78 | 36.0% | 9.3% | 85.85 | 45.1% | 9.2% |
| 30Δ | 98.47 | 36.5% | 8.3% | 87.53 | 43.8% | 7.9% |
| 35Δ | 97.16 | 37.0% | 7.4% | 89.22 | 42.4% | 6.5% |
| 40Δ | 95.85 | 37.6% | 6.4% | 90.70 | 41.3% | 5.5% |
| 45Δ | 94.55 | 38.3% | 5.6% | 91.99 | 40.4% | 4.7% |
| 50Δ | 93.26 | 39.4% | 5.0% | 93.29 | 39.5% | 3.9% |
| 55Δ | 91.96 | 40.6% | 4.4% | 94.58 | 38.6% | 3.2% |
| 60Δ | 90.67 | 41.7% | 3.8% | 95.93 | 38.2% | 2.6% |
| 65Δ | 89.27 | 42.3% | 3.3% | 97.31 | 37.9% | 2.1% |
| 70Δ | 87.75 | 42.3% | 2.7% | 98.69 | 37.7% | 1.6% |
| 75Δ | 86.23 | 42.4% | 2.2% | 100.11 | 37.5% | 1.1% |
| 80Δ | 84.48 | 42.9% | 1.7% | 102.24 | 38.0% | 0.8% |
| Date | IV |
|---|---|
| 34.14% | |
| 35.20% |