Share price$76.31
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:40:12.906Z
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 · 2026-10-21T23:00:00.001991575Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 88.91 | 56.5% | 18.2% | 67.68 | 56.9% | 13.3% |
| 25Δ | 85.41 | 50.2% | 13.9% | 70.17 | 51.1% | 10.4% |
| 30Δ | 82.65 | 46.0% | 10.6% | 71.85 | 48.8% | 8.7% |
| 35Δ | 80.81 | 42.5% | 8.5% | 73.34 | 46.9% | 7.3% |
| 40Δ | 79.35 | 40.5% | 7.0% | 74.70 | 45.4% | 6.1% |
| 45Δ | 78.16 | 39.8% | 6.0% | 75.89 | 43.6% | 5.0% |
| 50Δ | 77.01 | 39.8% | 5.1% | 77.05 | 41.7% | 4.1% |
| 55Δ | 75.92 | 40.8% | 4.5% | 78.25 | 41.4% | 3.4% |
| 60Δ | 74.81 | 41.6% | 3.9% | 79.48 | 42.2% | 2.9% |
| 65Δ | 73.60 | 42.3% | 3.3% | 80.80 | 42.7% | 2.3% |
| 70Δ | 72.38 | 42.8% | 2.8% | 82.18 | 42.9% | 1.8% |
| 75Δ | 71.14 | 41.9% | 2.2% | 83.88 | 43.7% | 1.4% |
| 80Δ | 69.86 | 41.3% | 1.7% | 86.02 | 45.4% | 1.0% |
No recorded observations