Share price$85.69
1D+1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:06:10.801Z
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 · 2026-10-22T22:02:28.282271748Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 89.61 | 16.6% | 5.1% | 76.20 | 56.1% | 13.0% |
| 25Δ | 88.85 | 15.8% | 4.3% | 77.83 | 59.6% | 11.9% |
| 30Δ | 88.10 | 15.1% | 3.6% | 79.73 | 60.7% | 10.5% |
| 35Δ | 87.44 | 14.3% | 3.0% | 81.53 | 64.4% | 9.6% |
| 40Δ | 87.13 | 13.3% | 2.7% | 83.44 | 68.7% | 8.9% |
| 45Δ | 86.82 | 12.2% | 2.4% | 85.62 | 73.9% | 8.2% |
| 50Δ | 86.52 | 11.2% | 2.1% | 88.31 | 81.5% | 7.7% |
| 55Δ | 86.21 | 10.1% | 1.8% | 92.19 | 93.5% | 7.3% |
| 60Δ | 85.91 | 9.1% | 1.5% | 98.60 | 115.7% | 7.4% |
| 65Δ | 85.60 | 8.1% | 1.2% | |||
| 70Δ | 85.30 | 7.0% | 0.9% | |||
| 75Δ | ||||||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 34.49% | |
| 34.12% |