Share price$70.05
1D-0.2%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T21:10:55.612Z
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 · 2026-10-22T20:54:10.813749422Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 103.07 | 131.5% | 50.6% | 63.76 | 43.5% | 10.4% |
| 25Δ | 77.73 | 47.9% | 12.8% | 65.77 | 37.5% | 7.8% |
| 30Δ | 80.89 | 73.3% | 18.9% | 66.78 | 38.1% | 6.9% |
| 35Δ | 75.52 | 53.8% | 11.1% | 67.78 | 38.3% | 6.0% |
| 40Δ | 73.91 | 54.9% | 9.6% | 68.75 | 37.3% | 5.1% |
| 45Δ | 72.69 | 58.3% | 8.9% | 69.71 | 36.3% | 4.2% |
| 50Δ | 71.20 | 53.6% | 7.1% | 70.55 | 34.8% | 3.5% |
| 55Δ | 69.68 | 50.0% | 5.5% | 71.32 | 33.0% | 2.8% |
| 60Δ | 68.30 | 54.7% | 5.1% | 72.09 | 31.3% | 2.1% |
| 65Δ | 66.80 | 58.6% | 4.6% | |||
| 70Δ | 65.13 | 61.4% | 3.9% | |||
| 75Δ | 62.21 | 75.9% | 3.8% | |||
| 80Δ | 59.10 | 84.5% | 3.2% | |||
| Date | IV |
|---|---|
| 29.05% | |
| 29.69% |