Share price$85.67
1D+1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:19:45.909Z
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 · 2026-10-22T22:12:29.571162073Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 89.60 | 16.6% | 5.1% | 76.19 | 56.0% | 13.0% |
| 25Δ | 88.84 | 15.9% | 4.4% | 77.82 | 59.5% | 11.9% |
| 30Δ | 88.08 | 15.2% | 3.6% | 79.72 | 60.7% | 10.5% |
| 35Δ | 87.43 | 14.4% | 3.0% | 81.51 | 64.2% | 9.6% |
| 40Δ | 87.11 | 13.3% | 2.7% | 83.42 | 68.6% | 8.9% |
| 45Δ | 86.80 | 12.3% | 2.4% | 85.59 | 73.8% | 8.2% |
| 50Δ | 86.49 | 11.2% | 2.0% | 88.28 | 81.2% | 7.6% |
| 55Δ | 86.17 | 10.2% | 1.7% | 92.15 | 93.3% | 7.3% |
| 60Δ | 85.86 | 9.1% | 1.4% | 98.49 | 115.2% | 7.4% |
| 65Δ | 85.55 | 8.1% | 1.1% | |||
| 70Δ | 85.23 | 7.0% | 0.8% | |||
| 75Δ | ||||||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 34.49% | |
| 34.12% |