Share price$78.16
1D-0.3%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:11.652Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:51:55.921412171Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 80.90 | 53.5% | 3.9% | 75.80 | 50.2% | 3.5% |
| 25Δ | 80.28 | 51.1% | 3.3% | 76.27 | 50.4% | 3.0% |
| 30Δ | 79.78 | 50.0% | 2.8% | 76.70 | 50.1% | 2.6% |
| 35Δ | 79.37 | 50.1% | 2.4% | 77.12 | 49.7% | 2.2% |
| 40Δ | 78.97 | 50.2% | 2.1% | 77.49 | 49.1% | 1.9% |
| 45Δ | 78.60 | 50.3% | 1.8% | 77.87 | 48.4% | 1.6% |
| 50Δ | 78.23 | 50.3% | 1.6% | 78.23 | 48.2% | 1.4% |
| 55Δ | 77.86 | 50.2% | 1.3% | 78.58 | 48.1% | 1.2% |
| 60Δ | 77.49 | 50.1% | 1.1% | 78.94 | 48.1% | 1.0% |
| 65Δ | 77.12 | 49.9% | 0.9% | 79.35 | 48.8% | 0.8% |
| 70Δ | 76.59 | 53.6% | 0.8% | 79.77 | 49.6% | 0.7% |
| 75Δ | 75.98 | 59.0% | 0.7% | 80.32 | 51.8% | 0.5% |
| 80Δ | 75.22 | 61.0% | 0.5% | 81.00 | 55.6% | 0.4% |
| Date | IV |
|---|---|
| 43.82% | |
| 44.23% |