Share price$91.79
1D-0.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T11:21:44.833Z
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 · 2026-10-23T23:00:00.002692011Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T11:21:44.922964+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 100.49 | 35.8% | 10.5% | 83.09 | 47.2% | 11.0% |
| 25Δ | 98.96 | 36.3% | 9.3% | 85.41 | 44.4% | 8.9% |
| 30Δ | 97.69 | 37.3% | 8.4% | 86.96 | 43.3% | 7.7% |
| 35Δ | 96.41 | 38.4% | 7.5% | 88.51 | 42.2% | 6.5% |
| 40Δ | 95.14 | 39.4% | 6.5% | 90.05 | 41.1% | 5.3% |
| 45Δ | 93.86 | 40.1% | 5.8% | 91.29 | 40.3% | 4.6% |
| 50Δ | 92.58 | 40.8% | 5.1% | 92.53 | 39.6% | 3.9% |
| 55Δ | 91.30 | 41.4% | 4.5% | 93.77 | 38.9% | 3.2% |
| 60Δ | 90.01 | 42.1% | 3.8% | 95.02 | 38.1% | 2.5% |
| 65Δ | 88.42 | 43.4% | 3.3% | 96.45 | 38.1% | 2.1% |
| 70Δ | 86.83 | 44.7% | 2.8% | 97.89 | 38.0% | 1.6% |
| 75Δ | 85.23 | 46.0% | 2.3% | 99.32 | 37.9% | 1.2% |
| 80Δ | 82.67 | 49.8% | 1.9% | 101.09 | 37.7% | 0.8% |
| Date | IV |
|---|---|
| 40.48% | |
| 39.11% | |
| 39.53% | |
| 39.87% | |
| 33.67% | |
| 32.09% | |
| 31.64% | |
| 31.44% | |
| 31.81% | |
| 31.29% | |
| 30.95% | |
| 30.12% | |
| 30.39% | |
| 28.82% | |
| 29.66% | |
| 32.85% | |
| 29.07% | |
| 29.49% | |
| 28.91% | |
| 28.51% | |
| 28.83% | |
| 28.98% | |
| 29.65% | |
| 29.51% | |
| 28.60% | |
| 28.26% | |
| 28.35% | |
| 29.50% | |
| 31.32% | |
| 30.88% | |
| 30.56% | |
| 31.62% | |
| 32.15% | |
| 29.97% | |
| 31.08% | |
| 31.29% | |
| 31.35% | |
| 31.50% | |
| 32.04% | |
| 32.35% | |
| 32.60% | |
| 31.76% | |
| 33.55% | |
| 32.76% | |
| 33.72% | |
| 32.94% | |
| 33.29% | |
| 33.30% | |
| 32.68% | |
| 33.96% | |
| 34.09% | |
| 37.63% | |
| 40.31% | |
| 34.80% | |
| 35.69% | |
| 34.11% | |
| 35.40% | |
| 34.73% | |
| 35.02% |