Share price$63.76
1D-1.1%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T04:40:17.472Z
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 · 2026-10-21T23:00:00.002996618Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.90 | 59.2% | 19.2% | 57.36 | 45.9% | 11.4% |
| 25Δ | 72.76 | 52.3% | 16.0% | 60.37 | 32.4% | 6.8% |
| 30Δ | 70.63 | 45.5% | 12.8% | 61.16 | 33.1% | 6.2% |
| 35Δ | 68.50 | 38.6% | 9.6% | 61.95 | 33.7% | 5.5% |
| 40Δ | 66.37 | 31.7% | 6.4% | 62.75 | 34.4% | 4.9% |
| 45Δ | 64.72 | 27.8% | 4.2% | 63.54 | 35.1% | 4.2% |
| 50Δ | 63.94 | 29.2% | 3.8% | 64.33 | 35.7% | 3.6% |
| 55Δ | 63.16 | 30.5% | 3.4% | 65.20 | 36.7% | 3.0% |
| 60Δ | 62.38 | 31.9% | 3.0% | 66.51 | 39.4% | 2.6% |
| 65Δ | 61.60 | 33.2% | 2.6% | 67.83 | 42.1% | 2.3% |
| 70Δ | 60.81 | 34.5% | 2.3% | 69.14 | 44.8% | 1.9% |
| 75Δ | 60.03 | 35.9% | 1.9% | 71.07 | 49.1% | 1.6% |
| 80Δ | 55.56 | 49.3% | 1.6% | 74.18 | 56.3% | 1.3% |
No recorded observations