Share price$69.26
1D+2.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:31:21.890Z
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 · 2026-10-22T20:10:00.003483508Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 80.94 | 57.8% | 18.6% | 60.18 | 68.3% | 15.5% |
| 25Δ | 78.25 | 54.5% | 15.1% | 62.27 | 64.5% | 13.1% |
| 30Δ | 75.56 | 49.3% | 11.5% | 64.36 | 60.7% | 10.6% |
| 35Δ | 73.96 | 47.4% | 9.7% | 65.99 | 58.4% | 9.0% |
| 40Δ | 72.65 | 46.3% | 8.4% | 67.43 | 56.7% | 7.7% |
| 45Δ | 71.33 | 45.3% | 7.1% | 68.86 | 54.9% | 6.4% |
| 50Δ | 70.02 | 44.2% | 5.7% | 70.26 | 53.3% | 5.2% |
| 55Δ | 68.82 | 45.4% | 5.1% | 71.53 | 52.1% | 4.4% |
| 60Δ | 67.62 | 46.6% | 4.4% | 72.80 | 50.9% | 3.6% |
| 65Δ | 66.42 | 47.7% | 3.8% | 74.07 | 49.7% | 2.8% |
| 70Δ | 65.21 | 48.9% | 3.1% | 75.61 | 49.7% | 2.1% |
| 75Δ | 63.65 | 49.7% | 2.6% | 77.92 | 52.7% | 1.7% |
| 80Δ | 62.01 | 50.4% | 2.0% | 80.34 | 55.7% | 1.3% |
| Date | IV |
|---|---|
| 42.48% | |
| 41.87% |