Share price$75.70
1D+1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:47:03.435Z
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 · 2026-10-23T15:38:18.937835198Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 86.66 | 51.5% | 16.0% | 67.42 | 55.8% | 12.8% |
| 25Δ | 83.71 | 46.9% | 12.4% | 69.59 | 51.9% | 10.4% |
| 30Δ | 81.60 | 44.4% | 10.0% | 71.22 | 50.5% | 8.8% |
| 35Δ | 80.19 | 44.2% | 8.6% | 72.55 | 49.7% | 7.8% |
| 40Δ | 78.95 | 44.8% | 7.6% | 73.88 | 48.8% | 6.7% |
| 45Δ | 77.74 | 45.3% | 6.7% | 75.20 | 48.0% | 5.6% |
| 50Δ | 76.54 | 46.2% | 5.8% | 76.53 | 47.1% | 4.6% |
| 55Δ | 75.33 | 46.3% | 5.0% | 77.88 | 46.8% | 3.8% |
| 60Δ | 74.07 | 47.4% | 4.3% | 79.25 | 46.8% | 3.2% |
| 65Δ | 72.83 | 46.8% | 3.6% | 80.61 | 46.9% | 2.6% |
| 70Δ | 71.39 | 48.2% | 3.0% | 81.97 | 46.9% | 2.0% |
| 75Δ | 69.88 | 49.4% | 2.5% | 83.30 | 45.4% | 1.4% |
| 80Δ | 68.24 | 49.8% | 1.9% | 86.25 | 47.6% | 1.0% |
| Date | IV |
|---|---|
| 38.57% | |
| 37.94% | |
| 42.00% |