Share price$75.00
1D-3.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:52:03.211Z
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 · 2026-10-22T22:10:40.158698826Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 86.37 | 53.3% | 16.7% | 66.35 | 58.2% | 13.5% |
| 25Δ | 83.17 | 47.8% | 12.8% | 68.61 | 54.7% | 11.0% |
| 30Δ | 81.42 | 47.4% | 10.9% | 70.35 | 52.8% | 9.3% |
| 35Δ | 79.96 | 47.7% | 9.6% | 71.88 | 51.9% | 7.9% |
| 40Δ | 78.53 | 47.5% | 8.3% | 73.29 | 51.1% | 6.8% |
| 45Δ | 77.23 | 48.0% | 7.2% | 74.65 | 50.4% | 5.7% |
| 50Δ | 75.95 | 48.7% | 6.3% | 75.94 | 48.6% | 4.7% |
| 55Δ | 74.64 | 49.5% | 5.5% | 77.30 | 49.2% | 4.0% |
| 60Δ | 73.29 | 50.9% | 4.8% | 78.60 | 48.3% | 3.3% |
| 65Δ | 71.92 | 50.9% | 4.0% | 79.90 | 47.2% | 2.6% |
| 70Δ | 70.43 | 51.8% | 3.3% | 81.45 | 47.5% | 2.0% |
| 75Δ | 68.82 | 52.6% | 2.7% | 83.05 | 47.3% | 1.5% |
| 80Δ | 66.85 | 54.2% | 2.1% | 84.85 | 47.0% | 1.0% |
| Date | IV |
|---|---|
| 38.57% | |
| 37.94% |