Share price$70.26
1D+1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:53:26.358Z
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 · 2026-10-22T23:00:00.002796834Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.72 | 59.7% | 20.7% | 59.57 | 74.7% | 17.6% |
| 25Δ | 74.86 | 29.5% | 7.7% | 63.03 | 63.2% | 13.1% |
| 30Δ | 74.05 | 28.7% | 6.9% | 65.61 | 54.7% | 9.8% |
| 35Δ | 73.25 | 27.9% | 6.1% | 67.04 | 50.4% | 8.1% |
| 40Δ | 72.45 | 27.2% | 5.3% | 68.47 | 46.0% | 6.4% |
| 45Δ | 71.65 | 26.4% | 4.4% | 69.90 | 41.7% | 4.8% |
| 50Δ | 70.85 | 25.6% | 3.6% | 70.97 | 41.0% | 4.1% |
| 55Δ | 70.04 | 24.8% | 2.8% | 72.01 | 40.6% | 3.5% |
| 60Δ | 69.37 | 24.2% | 2.5% | 73.05 | 40.1% | 2.9% |
| 65Δ | 68.69 | 23.6% | 2.2% | 74.10 | 39.7% | 2.3% |
| 70Δ | 68.02 | 23.0% | 1.9% | 75.20 | 39.3% | 1.7% |
| 75Δ | 67.35 | 22.4% | 1.6% | 76.66 | 39.2% | 1.3% |
| 80Δ | 66.68 | 21.8% | 1.2% | 78.13 | 39.1% | 0.9% |
| Date | IV |
|---|---|
| 27.76% | |
| 26.41% |