Share price$88.69
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:58:25.023Z
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 · 2026-10-22T22:30:00.002141234Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 90.29 | 5.9% | 2.0% | 87.25 | 8.2% | 1.9% |
| 25Δ | 89.96 | 5.7% | 1.7% | 87.58 | 8.2% | 1.6% |
| 30Δ | 89.76 | 5.5% | 1.5% | 87.90 | 8.2% | 1.3% |
| 35Δ | 89.56 | 5.3% | 1.3% | 88.19 | 8.5% | 1.2% |
| 40Δ | 89.36 | 5.1% | 1.2% | 88.46 | 8.8% | 1.0% |
| 45Δ | 89.16 | 4.9% | 1.0% | 88.73 | 9.1% | 0.9% |
| 50Δ | 88.95 | 4.7% | 0.8% | 89.00 | 9.4% | 0.7% |
| 55Δ | 88.67 | 5.0% | 0.7% | 89.37 | 10.1% | 0.6% |
| 60Δ | 88.39 | 5.3% | 0.6% | 89.74 | 10.8% | 0.5% |
| 65Δ | 88.11 | 5.6% | 0.5% | 90.20 | 11.9% | 0.5% |
| 70Δ | 87.83 | 5.9% | 0.4% | 90.87 | 13.6% | 0.4% |
| 75Δ | 87.55 | 6.2% | 0.3% | 92.03 | 17.2% | 0.4% |
| 80Δ | 87.26 | 6.5% | 0.2% | 93.81 | 21.5% | 0.3% |
| Date | IV |
|---|---|
| 17.78% | |
| 11.39% |