Share price$67.28
1D-9.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:40:22.124Z
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 · 2026-10-21T22:35:13.390810779Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 100.91 | 135.9% | 53.6% | 55.31 | 99.7% | 21.4% |
| 25Δ | 84.82 | 98.0% | 29.7% | 59.62 | 76.8% | 15.0% |
| 30Δ | 78.17 | 76.8% | 19.8% | 65.05 | 26.7% | 4.8% |
| 35Δ | 73.72 | 62.5% | 13.3% | 65.58 | 25.7% | 4.3% |
| 40Δ | 71.27 | 54.5% | 9.9% | 66.11 | 24.7% | 3.9% |
| 45Δ | 69.44 | 49.6% | 7.6% | 66.65 | 23.7% | 3.4% |
| 50Δ | 68.29 | 48.2% | 6.6% | 67.18 | 22.7% | 2.9% |
| 55Δ | 67.13 | 46.8% | 5.5% | 67.72 | 21.7% | 2.4% |
| 60Δ | 65.97 | 45.5% | 4.4% | 68.25 | 20.7% | 1.9% |
| 65Δ | 64.71 | 45.2% | 3.5% | 68.79 | 19.7% | 1.4% |
| 70Δ | 62.94 | 50.7% | 3.1% | 69.32 | 18.7% | 1.0% |
| 75Δ | 61.16 | 56.2% | 2.8% | 69.85 | 17.7% | 0.5% |
| 80Δ | 58.70 | 64.8% | 2.5% | |||
No recorded observations