Share price$63.10
1D-1.4%
Sold putSold call
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Market dataready · fetched 2026-10-22T15:11:29.491Z
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 · 2026-10-22T15:02:01.228002588Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T15:11:27.685646+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 58.19 | 35.0% | 8.9% | |||
| 25Δ | 69.68 | 45.3% | 12.2% | 60.06 | 29.5% | 6.1% |
| 30Δ | 67.95 | 39.0% | 9.6% | 60.77 | 29.9% | 5.6% |
| 35Δ | 66.21 | 32.7% | 6.9% | 61.48 | 30.2% | 5.0% |
| 40Δ | 64.80 | 28.3% | 4.9% | 62.19 | 30.6% | 4.4% |
| 45Δ | 64.14 | 28.3% | 4.4% | 62.90 | 31.0% | 3.8% |
| 50Δ | 63.47 | 28.3% | 4.0% | 63.61 | 31.3% | 3.3% |
| 55Δ | 62.81 | 28.3% | 3.5% | 64.32 | 31.7% | 2.7% |
| 60Δ | 62.14 | 28.3% | 3.0% | 65.07 | 32.2% | 2.1% |
| 65Δ | 61.48 | 28.3% | 2.5% | 67.04 | 36.4% | 1.8% |
| 70Δ | 60.81 | 28.3% | 2.1% | 69.01 | 40.7% | 1.6% |
| 75Δ | 60.14 | 28.3% | 1.6% | 70.98 | 45.0% | 1.3% |
| 80Δ | 58.05 | 32.5% | 1.3% | 72.95 | 49.3% | 1.0% |
| Date | IV |
|---|---|
| 29.70% | |
| 30.27% |