Share price$91.32
1D-0.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:25:20.326Z
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 · 2026-10-22T18:23:26.680009348Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 100.54 | 35.7% | 11.1% | |||
| 25Δ | 97.69 | 30.7% | 8.2% | |||
| 30Δ | 96.47 | 28.8% | 7.1% | |||
| 35Δ | 95.26 | 26.8% | 6.0% | |||
| 40Δ | 94.04 | 24.8% | 4.8% | |||
| 45Δ | 92.82 | 22.9% | 3.7% | |||
| 50Δ | 91.77 | 21.7% | 2.9% | 91.99 | 32.8% | 3.2% |
| 55Δ | 91.06 | 22.3% | 2.5% | 93.05 | 32.4% | 2.6% |
| 60Δ | 90.16 | 22.5% | 2.2% | 94.12 | 32.1% | 2.1% |
| 65Δ | 89.24 | 22.6% | 2.0% | 95.35 | 33.0% | 1.8% |
| 70Δ | 88.31 | 22.8% | 1.7% | 96.77 | 34.0% | 1.4% |
| 75Δ | 87.39 | 22.9% | 1.4% | 98.02 | 33.3% | 1.0% |
| 80Δ | 86.47 | 23.0% | 1.1% | 100.64 | 37.3% | 0.8% |
| Date | IV |
|---|---|
| 27.23% | |
| 27.05% |