Share price$79.31
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:12:11.449Z
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 · 2026-10-22T23:00:00.004016661Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 92.04 | 53.4% | 17.5% | 72.50 | 41.6% | 10.1% |
| 25Δ | 87.59 | 43.3% | 12.1% | 73.79 | 43.5% | 9.0% |
| 30Δ | 84.50 | 36.7% | 8.4% | 75.07 | 45.3% | 7.9% |
| 35Δ | 83.30 | 34.6% | 7.2% | 76.34 | 45.0% | 7.0% |
| 40Δ | 82.10 | 32.6% | 5.9% | 77.61 | 44.6% | 6.0% |
| 45Δ | 80.91 | 30.5% | 4.7% | 78.88 | 44.3% | 5.1% |
| 50Δ | 79.77 | 29.2% | 3.7% | 80.13 | 43.9% | 4.2% |
| 55Δ | 78.82 | 30.1% | 3.3% | 81.26 | 42.6% | 3.6% |
| 60Δ | 77.86 | 31.1% | 2.9% | 82.39 | 41.4% | 2.9% |
| 65Δ | 76.91 | 32.0% | 2.5% | 83.52 | 40.1% | 2.3% |
| 70Δ | 75.95 | 32.9% | 2.1% | 84.65 | 38.8% | 1.7% |
| 75Δ | 75.00 | 33.9% | 1.8% | 87.42 | 44.7% | 1.4% |
| 80Δ | 72.56 | 36.2% | 1.4% | 91.02 | 52.6% | 1.2% |
| Date | IV |
|---|---|
| 28.25% | |
| 29.23% |