Share price$78.11
1D-0.3%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:00:52.260Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:44.995479962Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 80.89 | 54.2% | 4.0% | 75.75 | 50.1% | 3.4% |
| 25Δ | 80.30 | 52.7% | 3.4% | 76.24 | 49.7% | 3.0% |
| 30Δ | 79.79 | 52.0% | 2.9% | 76.67 | 49.4% | 2.6% |
| 35Δ | 79.37 | 52.2% | 2.5% | 77.09 | 48.9% | 2.2% |
| 40Δ | 78.96 | 52.2% | 2.2% | 77.45 | 48.2% | 1.9% |
| 45Δ | 78.57 | 51.9% | 1.9% | 77.82 | 47.5% | 1.6% |
| 50Δ | 78.19 | 51.6% | 1.6% | 78.18 | 47.5% | 1.4% |
| 55Δ | 77.81 | 51.4% | 1.4% | 78.54 | 48.1% | 1.2% |
| 60Δ | 77.42 | 51.4% | 1.1% | 78.90 | 48.8% | 1.0% |
| 65Δ | 77.04 | 51.4% | 0.9% | 79.30 | 49.1% | 0.8% |
| 70Δ | 76.58 | 52.5% | 0.8% | 79.71 | 49.3% | 0.7% |
| 75Δ | 76.10 | 53.8% | 0.6% | 80.18 | 50.1% | 0.5% |
| 80Δ | 75.25 | 59.3% | 0.5% | 80.80 | 52.3% | 0.4% |
| Date | IV |
|---|---|
| 43.82% | |
| 44.23% |