Share price$81.00
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:38:37.547Z
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 · 2026-10-21T22:18:05.52175569Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 93.62 | 53.7% | 17.2% | 70.91 | 63.2% | 14.7% |
| 25Δ | 91.71 | 56.1% | 15.5% | 73.09 | 62.8% | 12.7% |
| 30Δ | 89.80 | 58.4% | 13.8% | 75.23 | 62.5% | 10.8% |
| 35Δ | 87.94 | 59.3% | 12.2% | 77.07 | 62.8% | 9.6% |
| 40Δ | 86.09 | 60.2% | 10.7% | 78.90 | 63.0% | 8.3% |
| 45Δ | 84.26 | 61.4% | 9.4% | 80.67 | 62.3% | 7.1% |
| 50Δ | 82.49 | 63.1% | 8.3% | 82.33 | 60.1% | 5.9% |
| 55Δ | 80.71 | 64.7% | 7.3% | 83.99 | 58.0% | 4.8% |
| 60Δ | 78.90 | 64.8% | 6.2% | 85.78 | 56.8% | 3.9% |
| 65Δ | 77.06 | 63.8% | 5.1% | 87.74 | 57.2% | 3.2% |
| 70Δ | 75.22 | 62.8% | 4.0% | 89.69 | 57.7% | 2.5% |
| 75Δ | 72.92 | 64.5% | 3.3% | 91.25 | 54.6% | 1.9% |
| 80Δ | 70.55 | 66.5% | 2.6% | 92.72 | 51.0% | 1.3% |
No recorded observations