Share price$61.16
1D-1.7%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:32:33.428Z
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 · 2026-10-23T17:29:07.5316985Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 97.34 | 156.6% | 63.2% | 48.85 | 121.1% | 24.5% |
| 25Δ | 83.37 | 127.6% | 40.8% | 51.91 | 119.2% | 21.2% |
| 30Δ | 78.97 | 123.9% | 34.7% | 54.35 | 125.1% | 19.3% |
| 35Δ | 74.56 | 120.2% | 28.6% | 57.04 | 129.7% | 17.4% |
| 40Δ | 70.16 | 116.4% | 22.4% | 59.83 | 133.7% | 15.5% |
| 45Δ | 67.23 | 114.5% | 19.0% | 62.07 | 123.6% | 12.9% |
| 50Δ | 64.46 | 114.1% | 15.9% | 64.27 | 112.4% | 10.2% |
| 55Δ | 62.05 | 118.3% | 14.1% | 67.10 | 112.4% | 8.5% |
| 60Δ | 59.61 | 121.9% | 12.2% | 70.22 | 117.3% | 7.4% |
| 65Δ | 56.95 | 121.9% | 10.3% | 73.16 | 115.9% | 6.1% |
| 70Δ | 54.29 | 121.9% | 8.4% | 76.90 | 117.8% | 4.9% |
| 75Δ | 51.63 | 121.9% | 6.5% | 81.40 | 120.9% | 3.9% |
| 80Δ | 48.72 | 122.9% | 4.8% | 84.99 | 117.2% | 2.7% |
| Date | IV |
|---|---|
| 103.80% | |
| 104.90% | |
| 103.39% |