Share price$76.89
1D+1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:11:26.049Z
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 · 2026-10-22T20:11:07.034006246Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 108.97 | 119.7% | 44.9% | 64.23 | 90.9% | 19.6% |
| 25Δ | 84.64 | 38.3% | 11.4% | 68.22 | 68.1% | 14.0% |
| 30Δ | 83.65 | 49.7% | 11.3% | 71.81 | 46.8% | 8.9% |
| 35Δ | 84.01 | 57.4% | 12.6% | 75.07 | 27.7% | 4.3% |
| 40Δ | 82.59 | 52.4% | 10.9% | 75.67 | 26.5% | 3.8% |
| 45Δ | 81.17 | 47.3% | 9.2% | 76.27 | 25.4% | 3.3% |
| 50Δ | 79.75 | 42.3% | 7.5% | 76.87 | 24.2% | 2.8% |
| 55Δ | 78.33 | 37.2% | 5.8% | 77.47 | 23.0% | 2.4% |
| 60Δ | 76.90 | 32.2% | 4.2% | 78.07 | 21.8% | 1.9% |
| 65Δ | 75.48 | 27.1% | 2.5% | 78.67 | 20.7% | 1.4% |
| 70Δ | 73.67 | 28.3% | 1.8% | 79.28 | 19.5% | 0.9% |
| 75Δ | 71.65 | 32.7% | 1.5% | 79.88 | 18.3% | 0.5% |
| 80Δ | 69.63 | 37.1% | 1.3% | 85.39 | 40.6% | 0.9% |
| Date | IV |
|---|---|
| 35.94% | |
| 35.77% |