Share price$68.21
1D+1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:01:25.205Z
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 · 2026-10-22T16:01:13.923252915Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 80.48 | 61.3% | 19.8% | 59.49 | 65.7% | 15.1% |
| 25Δ | 77.54 | 56.8% | 15.9% | 61.42 | 63.4% | 12.9% |
| 30Δ | 74.74 | 51.5% | 12.1% | 63.34 | 59.5% | 10.6% |
| 35Δ | 73.20 | 49.5% | 10.4% | 65.18 | 55.9% | 8.5% |
| 40Δ | 71.67 | 47.4% | 8.6% | 66.50 | 55.0% | 7.4% |
| 45Δ | 70.13 | 45.4% | 6.8% | 67.83 | 54.0% | 6.3% |
| 50Δ | 68.92 | 46.4% | 6.1% | 69.15 | 53.1% | 5.3% |
| 55Δ | 67.74 | 47.8% | 5.4% | 70.46 | 52.1% | 4.3% |
| 60Δ | 66.56 | 49.1% | 4.7% | 71.73 | 51.0% | 3.6% |
| 65Δ | 65.38 | 50.5% | 4.0% | 73.01 | 49.9% | 2.9% |
| 70Δ | 64.13 | 50.0% | 3.3% | 74.28 | 48.8% | 2.2% |
| 75Δ | 62.85 | 48.6% | 2.7% | 75.81 | 48.2% | 1.6% |
| 80Δ | 61.57 | 47.2% | 2.0% | 77.68 | 48.1% | 1.1% |
| Date | IV |
|---|---|
| 42.48% | |
| 41.87% |