Share price$91.21
1D-0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:06:59.681Z
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 · 2026-10-22T16:53:48.247940122Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 100.30 | 35.7% | 11.0% | |||
| 25Δ | 97.71 | 31.5% | 8.4% | |||
| 30Δ | 95.84 | 28.4% | 6.5% | |||
| 35Δ | 94.55 | 26.5% | 5.4% | |||
| 40Δ | 93.58 | 25.7% | 4.6% | |||
| 45Δ | 92.61 | 24.8% | 3.8% | 90.81 | 33.1% | 3.8% |
| 50Δ | 91.71 | 24.4% | 3.2% | 91.82 | 30.3% | 2.9% |
| 55Δ | 90.92 | 24.9% | 2.8% | 92.90 | 31.7% | 2.6% |
| 60Δ | 90.10 | 24.9% | 2.4% | 93.93 | 31.3% | 2.1% |
| 65Δ | 89.14 | 24.9% | 2.1% | 94.90 | 30.3% | 1.6% |
| 70Δ | 88.15 | 25.0% | 1.8% | 95.78 | 28.8% | 1.2% |
| 75Δ | 87.17 | 25.0% | 1.5% | 97.56 | 31.6% | 0.9% |
| 80Δ | 86.18 | 25.0% | 1.2% | 98.77 | 30.6% | 0.6% |
| Date | IV |
|---|---|
| 27.23% | |
| 27.05% |