Share price$111.98
1D-1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:10:57.095Z
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 · 2026-10-22T23:00:00.00363731Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 129.07 | 53.4% | 16.8% | 100.40 | 51.5% | 12.1% |
| 25Δ | 124.02 | 46.8% | 12.6% | 103.18 | 48.8% | 10.1% |
| 30Δ | 120.69 | 43.0% | 9.9% | 105.68 | 46.9% | 8.3% |
| 35Δ | 118.40 | 41.0% | 8.3% | 107.64 | 46.3% | 7.2% |
| 40Δ | 116.39 | 39.3% | 6.9% | 109.60 | 45.8% | 6.1% |
| 45Δ | 114.54 | 38.1% | 5.7% | 111.45 | 45.6% | 5.3% |
| 50Δ | 113.02 | 37.9% | 5.0% | 113.26 | 45.4% | 4.5% |
| 55Δ | 111.50 | 37.6% | 4.2% | 115.08 | 45.3% | 3.7% |
| 60Δ | 109.98 | 37.3% | 3.5% | 116.87 | 44.4% | 3.1% |
| 65Δ | 108.23 | 38.4% | 3.0% | 118.66 | 43.4% | 2.4% |
| 70Δ | 106.48 | 39.4% | 2.6% | 120.57 | 42.7% | 1.8% |
| 75Δ | 104.65 | 40.4% | 2.1% | 122.81 | 42.5% | 1.4% |
| 80Δ | 102.38 | 41.1% | 1.7% | 125.09 | 42.3% | 0.9% |
| Date | IV |
|---|---|
| 37.31% | |
| 38.17% |