Share price$61.79
1D-0.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T05:16:38.859Z
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 · 2026-10-22T00:00:00.147393489Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T05:16:36.584519+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 68.24 | 37.5% | 11.6% | 56.78 | 39.3% | 9.4% |
| 25Δ | 66.05 | 30.7% | 8.1% | 58.46 | 32.7% | 6.8% |
| 30Δ | 64.63 | 25.5% | 5.9% | 59.62 | 28.3% | 5.1% |
| 35Δ | 63.79 | 23.3% | 4.7% | 60.44 | 25.4% | 4.0% |
| 40Δ | 63.11 | 21.3% | 3.8% | 61.10 | 23.1% | 3.0% |
| 45Δ | 62.60 | 19.7% | 3.1% | 61.60 | 21.4% | 2.4% |
| 50Δ | 62.12 | 18.1% | 2.5% | 62.08 | 20.0% | 1.9% |
| 55Δ | 61.68 | 17.9% | 2.1% | 62.53 | 20.1% | 1.6% |
| 60Δ | 61.26 | 18.3% | 1.9% | 62.98 | 20.1% | 1.3% |
| 65Δ | 60.80 | 18.7% | 1.6% | 63.45 | 20.0% | 1.0% |
| 70Δ | 60.31 | 19.2% | 1.4% | 63.93 | 19.8% | 0.7% |
| 75Δ | 59.80 | 19.5% | 1.2% | 64.62 | 20.8% | 0.5% |
| 80Δ | 59.26 | 19.4% | 0.9% | 65.44 | 21.9% | 0.3% |
No recorded observations