Share price$82.27
1D+1.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:06:28.306Z
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 · 2026-10-22T20:00:00.370628654Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:57:24.046976+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 96.71 | 60.0% | 19.3% | 71.73 | 65.4% | 15.1% |
| 25Δ | 93.27 | 56.5% | 15.6% | 74.49 | 61.3% | 12.3% |
| 30Δ | 90.55 | 54.3% | 12.8% | 76.49 | 61.3% | 10.7% |
| 35Δ | 88.61 | 53.9% | 11.1% | 78.32 | 62.3% | 9.5% |
| 40Δ | 86.87 | 54.1% | 9.6% | 80.15 | 63.1% | 8.2% |
| 45Δ | 85.13 | 54.2% | 8.2% | 81.98 | 62.8% | 7.2% |
| 50Δ | 83.47 | 56.1% | 7.3% | 83.82 | 62.4% | 6.1% |
| 55Δ | 81.83 | 58.2% | 6.5% | 85.66 | 61.9% | 5.1% |
| 60Δ | 80.18 | 60.2% | 5.7% | 87.53 | 61.0% | 4.2% |
| 65Δ | 78.36 | 60.4% | 4.8% | 89.40 | 60.1% | 3.3% |
| 70Δ | 76.51 | 60.5% | 3.9% | 91.27 | 58.5% | 2.6% |
| 75Δ | 74.62 | 60.3% | 3.1% | 93.14 | 56.5% | 1.9% |
| 80Δ | 72.56 | 59.2% | 2.4% | 95.02 | 54.5% | 1.2% |
| Date | IV |
|---|---|
| 52.91% | |
| 53.34% |