Share price$80.89
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:53:45.521Z
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 · 2026-10-22T20:10:01.054361022Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 89.96 | 40.5% | 12.4% | 74.00 | 41.8% | 9.9% |
| 25Δ | 87.77 | 38.2% | 10.0% | 75.56 | 40.9% | 8.4% |
| 30Δ | 86.36 | 38.2% | 8.7% | 76.98 | 40.0% | 7.1% |
| 35Δ | 85.12 | 38.6% | 7.7% | 78.21 | 39.5% | 6.1% |
| 40Δ | 83.88 | 38.3% | 6.6% | 79.38 | 39.3% | 5.2% |
| 45Δ | 82.75 | 38.7% | 5.8% | 80.51 | 38.7% | 4.4% |
| 50Δ | 81.64 | 39.1% | 5.0% | 81.63 | 38.6% | 3.7% |
| 55Δ | 80.51 | 39.4% | 4.3% | 82.70 | 37.8% | 3.1% |
| 60Δ | 79.36 | 39.7% | 3.7% | 83.83 | 37.7% | 2.5% |
| 65Δ | 78.12 | 41.1% | 3.2% | 85.07 | 38.2% | 2.1% |
| 70Δ | 76.88 | 40.9% | 2.6% | 86.32 | 38.0% | 1.6% |
| 75Δ | 75.41 | 42.2% | 2.2% | 87.82 | 38.5% | 1.2% |
| 80Δ | 73.68 | 43.8% | 1.7% | 89.32 | 38.0% | 0.8% |
| Date | IV |
|---|---|
| 39.50% | |
| 42.66% |