Share price$78.29
1D+2.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:08:50.835Z
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 · 2026-10-22T20:10:00.003984087Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 87.95 | 43.1% | 13.6% | 69.15 | 58.1% | 13.6% |
| 25Δ | 84.89 | 37.7% | 9.9% | 71.87 | 51.4% | 10.5% |
| 30Δ | 83.59 | 37.8% | 8.7% | 73.71 | 48.8% | 8.7% |
| 35Δ | 82.31 | 37.8% | 7.5% | 75.25 | 47.5% | 7.3% |
| 40Δ | 81.14 | 37.1% | 6.5% | 76.59 | 46.4% | 6.2% |
| 45Δ | 79.97 | 36.4% | 5.4% | 77.92 | 45.6% | 5.2% |
| 50Δ | 78.94 | 37.2% | 4.8% | 79.18 | 45.5% | 4.4% |
| 55Δ | 77.91 | 38.1% | 4.2% | 80.46 | 45.2% | 3.7% |
| 60Δ | 76.85 | 38.4% | 3.6% | 81.75 | 44.8% | 3.1% |
| 65Δ | 75.76 | 38.3% | 3.0% | 83.17 | 45.0% | 2.5% |
| 70Δ | 74.62 | 38.3% | 2.5% | 84.78 | 45.9% | 2.0% |
| 75Δ | 73.39 | 38.3% | 2.0% | 87.03 | 47.8% | 1.5% |
| 80Δ | 72.18 | 37.8% | 1.6% | 89.40 | 49.9% | 1.1% |
| Date | IV |
|---|---|
| 40.41% | |
| 39.13% |