Share price$88.51
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:22:48.235Z
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 · 2026-10-22T20:00:03.320450214Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 97.40 | 35.6% | 11.1% | 80.82 | 41.8% | 10.1% |
| 25Δ | 95.65 | 35.9% | 9.5% | 82.45 | 41.0% | 8.7% |
| 30Δ | 94.22 | 36.1% | 8.3% | 84.08 | 40.2% | 7.3% |
| 35Δ | 92.97 | 36.4% | 7.4% | 85.54 | 39.6% | 6.2% |
| 40Δ | 91.72 | 36.6% | 6.5% | 86.79 | 39.2% | 5.4% |
| 45Δ | 90.47 | 36.8% | 5.6% | 88.03 | 38.8% | 4.6% |
| 50Δ | 89.26 | 37.0% | 4.8% | 89.28 | 38.3% | 3.8% |
| 55Δ | 88.07 | 37.2% | 4.2% | 90.56 | 38.1% | 3.1% |
| 60Δ | 86.88 | 37.3% | 3.6% | 91.90 | 38.2% | 2.6% |
| 65Δ | 85.69 | 37.5% | 3.0% | 93.24 | 38.3% | 2.1% |
| 70Δ | 84.34 | 37.9% | 2.5% | 94.58 | 38.4% | 1.6% |
| 75Δ | 82.77 | 38.5% | 2.0% | 96.28 | 38.5% | 1.2% |
| 80Δ | 81.20 | 39.2% | 1.6% | 98.16 | 38.7% | 0.8% |
| Date | IV |
|---|---|
| 44.37% | |
| 35.77% |