Share price$64.30
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:54:10.499Z
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 · 2026-10-23T20:00:01.482804304Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.33 | 108.0% | 22.4% | |||
| 25Δ | 56.47 | 83.9% | 16.0% | |||
| 30Δ | 59.52 | 66.2% | 11.2% | |||
| 35Δ | 61.01 | 56.9% | 8.9% | |||
| 40Δ | 68.32 | 54.7% | 10.1% | 62.20 | 49.1% | 7.1% |
| 45Δ | 66.53 | 45.5% | 7.3% | 63.39 | 41.4% | 5.2% |
| 50Δ | 64.83 | 37.7% | 4.8% | 64.59 | 33.6% | 3.4% |
| 55Δ | 63.66 | 38.3% | 4.3% | 65.54 | 30.9% | 2.5% |
| 60Δ | 62.49 | 38.9% | 3.8% | 66.36 | 30.9% | 2.1% |
| 65Δ | 61.32 | 39.4% | 3.4% | 67.18 | 30.9% | 1.7% |
| 70Δ | 60.16 | 40.0% | 2.9% | 68.01 | 30.8% | 1.4% |
| 75Δ | 58.99 | 40.6% | 2.4% | 68.83 | 30.8% | 1.0% |
| 80Δ | 57.82 | 41.2% | 1.9% | 69.65 | 30.8% | 0.6% |
| Date | IV |
|---|---|
| 30.25% | |
| 30.26% | |
| 25.92% |