Share price$74.87
1D-3.2%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T21:25:38.208Z
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 · 2026-10-22T20:00:07.554632364Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 86.31 | 53.6% | 16.8% | 66.27 | 57.9% | 13.4% |
| 25Δ | 83.09 | 48.1% | 12.9% | 68.54 | 54.2% | 10.9% |
| 30Δ | 81.37 | 47.9% | 11.1% | 70.27 | 52.4% | 9.2% |
| 35Δ | 79.88 | 48.3% | 9.7% | 71.77 | 51.3% | 7.8% |
| 40Δ | 78.46 | 48.2% | 8.4% | 73.18 | 50.5% | 6.7% |
| 45Δ | 77.14 | 48.7% | 7.3% | 74.52 | 49.8% | 5.7% |
| 50Δ | 75.84 | 49.5% | 6.4% | 75.79 | 48.1% | 4.7% |
| 55Δ | 74.52 | 50.6% | 5.6% | 77.12 | 48.5% | 4.0% |
| 60Δ | 73.15 | 52.0% | 4.9% | 78.40 | 47.5% | 3.2% |
| 65Δ | 71.74 | 52.1% | 4.1% | 79.66 | 46.4% | 2.5% |
| 70Δ | 70.20 | 53.3% | 3.4% | 81.02 | 45.7% | 2.0% |
| 75Δ | 68.53 | 54.3% | 2.8% | 82.70 | 46.2% | 1.5% |
| 80Δ | 66.44 | 56.4% | 2.2% | 84.36 | 45.5% | 1.0% |
| Date | IV |
|---|---|
| 38.57% | |
| 37.94% |