Share price$77.44
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:55:59.067Z
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 · 2026-10-22T20:00:00.327814473Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 70.65 | 43.5% | 10.2% | |||
| 25Δ | 83.27 | 34.1% | 8.9% | 73.12 | 34.7% | 7.1% |
| 30Δ | 81.10 | 27.0% | 6.1% | 74.97 | 26.3% | 4.6% |
| 35Δ | 79.86 | 23.1% | 4.6% | 75.80 | 25.3% | 3.9% |
| 40Δ | 78.99 | 20.5% | 3.6% | 76.57 | 23.3% | 3.0% |
| 45Δ | 78.39 | 19.4% | 3.0% | 77.24 | 21.4% | 2.4% |
| 50Δ | 77.84 | 18.2% | 2.5% | 77.79 | 20.3% | 1.9% |
| 55Δ | 77.38 | 16.9% | 2.0% | 78.35 | 20.1% | 1.5% |
| 60Δ | 76.94 | 15.6% | 1.6% | 78.92 | 20.3% | 1.3% |
| 65Δ | 76.63 | 14.4% | 1.4% | 79.75 | 22.7% | 1.1% |
| 70Δ | 76.32 | 13.3% | 1.1% | 80.93 | 26.4% | 1.0% |
| 75Δ | 76.01 | 12.1% | 0.9% | 82.53 | 30.5% | 0.9% |
| 80Δ | 74.93 | 13.5% | 0.7% | 83.63 | 30.2% | 0.6% |
| Date | IV |
|---|---|
| 14.17% | |
| 15.08% |