Share price$85.19
1D-1.6%
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Market dataready · fetched 2026-10-21T16:57:56.031Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:57:51.830527871Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:57:55.700985+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 97.32 | 190.3% | 15.8% | 77.30 | 168.5% | 10.7% |
| 25Δ | 93.79 | 175.2% | 11.9% | 79.18 | 160.8% | 8.9% |
| 30Δ | 91.85 | 172.3% | 10.1% | 80.57 | 162.7% | 7.9% |
| 35Δ | 90.18 | 171.0% | 8.7% | 82.09 | 155.0% | 6.5% |
| 40Δ | 88.77 | 173.9% | 7.6% | 83.03 | 190.9% | 6.9% |
| 45Δ | 87.26 | 170.7% | 6.4% | 84.58 | 153.9% | 4.9% |
| 50Δ | 85.88 | 170.1% | 5.5% | 85.85 | 165.5% | 4.5% |
| 55Δ | 84.58 | 162.1% | 4.4% | 87.14 | 163.5% | 3.8% |
| 60Δ | 83.21 | 164.8% | 3.7% | 88.39 | 158.5% | 3.1% |
| 65Δ | 81.86 | 166.8% | 3.1% | 89.77 | 158.9% | 2.6% |
| 70Δ | 80.46 | 167.4% | 2.5% | 91.54 | 165.5% | 2.2% |
| 75Δ | 78.52 | 181.4% | 2.2% | 93.21 | 165.3% | 1.7% |
| 80Δ | 76.72 | 181.4% | 1.6% | 94.06 | 148.9% | 1.1% |
| Date | IV |
|---|---|
| 78.33% | |
| 84.86% |