Share price$62.86
1D-1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:32:14.441Z
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 · 2026-10-21T20:00:06.377967891Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.37 | 62.8% | 20.2% | 54.93 | 65.2% | 14.9% |
| 25Δ | 72.85 | 66.6% | 18.5% | 56.95 | 60.9% | 12.2% |
| 30Δ | 69.61 | 57.6% | 13.6% | 58.64 | 57.0% | 10.0% |
| 35Δ | 67.71 | 54.4% | 11.0% | 60.16 | 53.8% | 8.2% |
| 40Δ | 66.15 | 50.9% | 9.0% | 61.38 | 54.5% | 7.2% |
| 45Δ | 64.74 | 49.1% | 7.4% | 62.59 | 55.1% | 6.2% |
| 50Δ | 63.66 | 52.6% | 6.8% | 63.87 | 55.9% | 5.4% |
| 55Δ | 62.58 | 56.2% | 6.2% | 65.13 | 56.2% | 4.6% |
| 60Δ | 61.32 | 56.8% | 5.4% | 66.18 | 53.2% | 3.7% |
| 65Δ | 60.03 | 57.2% | 4.5% | 67.24 | 50.2% | 2.8% |
| 70Δ | 58.63 | 57.7% | 3.7% | 69.11 | 53.5% | 2.3% |
| 75Δ | 57.16 | 58.6% | 3.0% | 70.97 | 55.4% | 1.8% |
| 80Δ | 55.39 | 60.5% | 2.3% | 72.71 | 54.9% | 1.2% |
No recorded observations