Share price$83.97
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T12:03:15.819Z
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 · 2026-10-22T00:00:01.071659332Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 93.58 | 40.1% | 12.6% | 76.80 | 41.8% | 9.9% |
| 25Δ | 91.24 | 37.8% | 10.2% | 78.44 | 40.9% | 8.4% |
| 30Δ | 89.30 | 36.0% | 8.2% | 79.84 | 40.6% | 7.2% |
| 35Δ | 88.06 | 36.1% | 7.1% | 81.15 | 40.3% | 6.2% |
| 40Δ | 86.90 | 36.3% | 6.2% | 82.36 | 40.4% | 5.4% |
| 45Δ | 85.77 | 36.3% | 5.4% | 83.58 | 39.8% | 4.5% |
| 50Δ | 84.68 | 36.9% | 4.7% | 84.77 | 40.1% | 3.9% |
| 55Δ | 83.58 | 38.4% | 4.2% | 85.97 | 39.9% | 3.3% |
| 60Δ | 82.46 | 38.1% | 3.6% | 87.11 | 38.7% | 2.6% |
| 65Δ | 81.33 | 37.3% | 2.9% | 88.38 | 38.8% | 2.1% |
| 70Δ | 80.15 | 37.4% | 2.4% | 89.74 | 38.8% | 1.6% |
| 75Δ | 78.59 | 39.8% | 2.1% | 91.33 | 38.4% | 1.2% |
| 80Δ | 76.76 | 42.1% | 1.7% | 92.92 | 37.7% | 0.8% |
No recorded observations