Share price$70.26
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:35:06.506Z
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 · 2026-10-21T23:00:00.003279316Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 77.46 | 35.3% | 11.4% | 64.87 | 37.1% | 8.9% |
| 25Δ | 75.99 | 35.4% | 9.6% | 65.94 | 36.1% | 7.8% |
| 30Δ | 74.69 | 35.5% | 8.1% | 66.95 | 35.3% | 6.8% |
| 35Δ | 73.74 | 35.7% | 7.3% | 67.95 | 34.5% | 5.8% |
| 40Δ | 72.79 | 35.9% | 6.5% | 68.95 | 33.7% | 4.8% |
| 45Δ | 71.84 | 36.2% | 5.7% | 69.96 | 32.8% | 3.8% |
| 50Δ | 70.89 | 36.4% | 4.9% | 70.72 | 32.0% | 3.3% |
| 55Δ | 69.93 | 36.6% | 4.0% | 71.48 | 31.1% | 2.8% |
| 60Δ | 68.85 | 37.5% | 3.6% | 72.24 | 30.2% | 2.3% |
| 65Δ | 67.77 | 38.4% | 3.1% | 73.00 | 29.3% | 1.8% |
| 70Δ | 66.68 | 39.2% | 2.6% | 73.76 | 28.4% | 1.4% |
| 75Δ | 65.60 | 40.1% | 2.1% | 74.52 | 27.6% | 0.9% |
| 80Δ | 63.60 | 45.4% | 1.8% | 76.51 | 31.6% | 0.6% |
No recorded observations