Share price$77.38
1D+0.9%
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Market dataready · fetched 2026-10-24T07:38:05.445Z
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 · 2026-10-23T20:11:05.279683152Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-24T07:38:05.729740+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 103.88 | 107.6% | 37.2% | 64.95 | 90.5% | 19.2% |
| 25Δ | 95.87 | 90.6% | 27.1% | 71.51 | 46.7% | 9.6% |
| 30Δ | 88.21 | 69.1% | 17.2% | 73.30 | 41.5% | 7.5% |
| 35Δ | 83.50 | 54.7% | 11.1% | 75.05 | 36.6% | 5.5% |
| 40Δ | 80.92 | 45.5% | 7.8% | 75.99 | 36.0% | 4.8% |
| 45Δ | 79.34 | 41.1% | 6.1% | 76.93 | 35.4% | 4.2% |
| 50Δ | 78.32 | 39.3% | 5.2% | 77.87 | 34.8% | 3.5% |
| 55Δ | 77.29 | 37.6% | 4.4% | 78.81 | 34.2% | 2.9% |
| 60Δ | 76.27 | 35.9% | 3.5% | 79.74 | 33.6% | 2.2% |
| 65Δ | 75.25 | 34.2% | 2.7% | 80.85 | 33.5% | 1.8% |
| 70Δ | 73.92 | 35.2% | 2.2% | 82.01 | 33.5% | 1.4% |
| 75Δ | 72.51 | 37.2% | 1.9% | 83.18 | 33.6% | 1.1% |
| 80Δ | 71.09 | 39.1% | 1.5% | 84.35 | 33.7% | 0.7% |
| Date | IV |
|---|---|
| 35.94% | |
| 35.77% | |
| 30.46% |