Share price$111.75
1D-1.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:35:21.627Z
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 · 2026-10-22T17:35:19.574723Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 129.07 | 53.9% | 17.1% | 100.29 | 51.1% | 12.0% |
| 25Δ | 124.32 | 48.8% | 13.2% | 103.03 | 48.4% | 10.0% |
| 30Δ | 121.17 | 46.1% | 10.7% | 105.54 | 46.3% | 8.2% |
| 35Δ | 118.59 | 43.4% | 8.8% | 107.47 | 45.7% | 7.1% |
| 40Δ | 116.33 | 40.6% | 7.2% | 109.39 | 45.1% | 6.0% |
| 45Δ | 114.37 | 38.9% | 5.9% | 111.22 | 44.8% | 5.2% |
| 50Δ | 112.81 | 38.8% | 5.1% | 113.01 | 44.8% | 4.4% |
| 55Δ | 111.26 | 38.6% | 4.3% | 114.80 | 44.7% | 3.7% |
| 60Δ | 109.64 | 38.8% | 3.6% | 116.69 | 44.5% | 3.0% |
| 65Δ | 107.75 | 40.9% | 3.2% | 118.59 | 44.2% | 2.5% |
| 70Δ | 105.86 | 42.9% | 2.8% | 120.50 | 43.6% | 1.9% |
| 75Δ | 104.03 | 42.9% | 2.3% | 122.41 | 42.1% | 1.4% |
| 80Δ | 102.26 | 41.1% | 1.7% | 124.32 | 40.6% | 0.9% |
| Date | IV |
|---|---|
| 37.31% | |
| 38.17% |