Share price$68.06
1D-0.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T12:28:46.545Z
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 · 2026-10-22T00:00:00.138179451Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:28:45.316178+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 72.04 | 32.9% | 7.5% | 65.30 | 33.0% | 5.9% |
| 35Δ | 70.80 | 28.5% | 5.8% | 66.39 | 28.8% | 4.5% |
| 40Δ | 69.74 | 24.9% | 4.4% | 67.22 | 25.6% | 3.4% |
| 45Δ | 69.00 | 22.6% | 3.5% | 67.88 | 23.2% | 2.6% |
| 50Δ | 68.46 | 21.6% | 2.9% | 68.39 | 21.3% | 2.0% |
| 55Δ | 67.93 | 20.6% | 2.4% | 68.88 | 19.6% | 1.5% |
| 60Δ | 67.46 | 19.7% | 2.0% | 69.31 | 18.7% | 1.1% |
| 65Δ | 66.99 | 18.8% | 1.6% | 69.73 | 18.1% | 0.9% |
| 70Δ | 66.55 | 18.2% | 1.3% | 70.13 | 17.4% | 0.6% |
| 75Δ | 66.10 | 17.6% | 1.1% | 70.50 | 16.4% | 0.4% |
| 80Δ | 65.44 | 18.2% | 0.9% | 70.88 | 15.4% | 0.2% |
No recorded observations