Share price$91.20
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T08:45:25.545Z
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 · 2026-10-21T20:00:00.116267711Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 101.11 | 39.6% | 12.1% | 82.81 | 45.4% | 10.7% |
| 25Δ | 99.34 | 39.9% | 10.5% | 85.05 | 42.0% | 8.6% |
| 30Δ | 97.49 | 38.9% | 8.9% | 86.57 | 42.1% | 7.5% |
| 35Δ | 96.04 | 39.2% | 7.8% | 88.03 | 41.9% | 6.4% |
| 40Δ | 94.23 | 34.7% | 6.0% | 89.42 | 41.5% | 5.5% |
| 45Δ | 93.20 | 37.5% | 5.6% | 90.76 | 40.2% | 4.6% |
| 50Δ | 91.98 | 37.0% | 4.8% | 92.08 | 40.7% | 4.0% |
| 55Δ | 90.78 | 35.9% | 4.0% | 93.42 | 40.6% | 3.3% |
| 60Δ | 89.65 | 35.6% | 3.4% | 94.86 | 41.3% | 2.8% |
| 65Δ | 88.44 | 35.6% | 2.8% | 96.25 | 40.7% | 2.2% |
| 70Δ | 86.98 | 38.1% | 2.5% | 98.23 | 43.1% | 1.8% |
| 75Δ | 85.78 | 36.7% | 1.9% | 100.16 | 43.7% | 1.4% |
| 80Δ | 84.42 | 36.0% | 1.5% | 103.11 | 46.7% | 1.0% |
No recorded observations