Share price$71.78
1D+1.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T06:52:43.231Z
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 · 2026-10-23T00:00:01.903829778Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:52:42.889986+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 77.25 | 29.4% | 8.6% | 67.80 | 26.9% | 6.4% |
| 25Δ | 77.51 | 36.0% | 9.4% | 67.59 | 36.0% | 7.4% |
| 30Δ | 75.34 | 27.7% | 6.3% | 69.17 | 29.9% | 5.3% |
| 35Δ | 73.86 | 21.4% | 4.3% | 70.19 | 26.3% | 4.0% |
| 40Δ | 73.20 | 20.0% | 3.5% | 71.01 | 23.2% | 3.0% |
| 45Δ | 72.64 | 18.4% | 2.9% | 71.57 | 22.0% | 2.4% |
| 50Δ | 72.13 | 16.5% | 2.3% | 72.10 | 20.8% | 1.9% |
| 55Δ | 71.75 | 15.2% | 1.9% | 72.54 | 19.3% | 1.5% |
| 60Δ | 71.41 | 14.1% | 1.5% | 72.99 | 17.8% | 1.1% |
| 65Δ | 71.07 | 12.9% | 1.2% | 73.57 | 18.6% | 0.9% |
| 70Δ | 70.84 | 11.9% | 1.0% | 74.31 | 20.4% | 0.7% |
| 75Δ | 70.65 | 10.9% | 0.8% | 75.65 | 25.1% | 0.7% |
| 80Δ | 70.45 | 9.8% | 0.7% | |||
| Date | IV |
|---|---|
| 38.48% | |
| 37.76% |