Share price$91.96
1D+0.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T11:28:31.453Z
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 · 2026-10-21T20:00:00.712143502Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T11:28:30.768921+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 96.86 | 19.5% | 5.9% | 87.59 | 22.7% | 5.5% |
| 25Δ | 95.30 | 16.1% | 4.3% | 89.11 | 19.1% | 3.9% |
| 30Δ | 94.41 | 14.4% | 3.4% | 90.09 | 16.9% | 3.0% |
| 35Δ | 93.73 | 13.1% | 2.8% | 90.82 | 15.0% | 2.2% |
| 40Δ | 93.15 | 11.8% | 2.2% | 91.37 | 14.1% | 1.8% |
| 45Δ | 92.71 | 11.6% | 1.9% | 91.86 | 13.7% | 1.4% |
| 50Δ | 92.31 | 11.9% | 1.7% | 92.31 | 13.4% | 1.2% |
| 55Δ | 91.90 | 12.2% | 1.5% | 92.74 | 13.3% | 0.9% |
| 60Δ | 91.47 | 12.4% | 1.3% | 93.20 | 13.3% | 0.7% |
| 65Δ | 91.04 | 12.7% | 1.2% | 93.70 | 13.6% | 0.6% |
| 70Δ | 90.44 | 13.7% | 1.1% | 94.25 | 13.9% | 0.4% |
| 75Δ | 89.83 | 14.3% | 0.9% | 94.85 | 14.2% | 0.3% |
| 80Δ | 89.24 | 14.2% | 0.8% | 96.44 | 18.1% | 0.2% |
No recorded observations