Share price$78.29
1D+2.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:43:47.458Z
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 · 2026-10-22T23:00:00.003930208Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 87.95 | 43.4% | 13.6% | 69.15 | 58.6% | 13.6% |
| 25Δ | 84.89 | 37.9% | 9.9% | 71.87 | 52.2% | 10.5% |
| 30Δ | 83.58 | 38.3% | 8.7% | 73.71 | 49.6% | 8.7% |
| 35Δ | 82.30 | 38.5% | 7.5% | 75.24 | 48.3% | 7.3% |
| 40Δ | 81.13 | 37.7% | 6.5% | 76.59 | 47.2% | 6.2% |
| 45Δ | 79.96 | 37.1% | 5.4% | 77.91 | 46.4% | 5.2% |
| 50Δ | 78.93 | 37.9% | 4.8% | 79.17 | 46.2% | 4.5% |
| 55Δ | 77.90 | 38.8% | 4.2% | 80.45 | 46.0% | 3.7% |
| 60Δ | 76.84 | 39.1% | 3.6% | 81.74 | 45.5% | 3.1% |
| 65Δ | 75.74 | 39.1% | 3.0% | 83.15 | 45.7% | 2.5% |
| 70Δ | 74.61 | 39.0% | 2.5% | 84.75 | 46.6% | 2.0% |
| 75Δ | 73.38 | 39.1% | 2.0% | 87.00 | 48.5% | 1.5% |
| 80Δ | 72.17 | 38.5% | 1.6% | 89.35 | 50.6% | 1.1% |
| Date | IV |
|---|---|
| 40.41% | |
| 39.13% |