Share price$85.49
1D-1.3%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:48:44.741Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:48:38.082781232Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:43.957346+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 98.86 | 208.2% | 17.3% | 77.54 | 169.4% | 10.8% |
| 25Δ | 94.26 | 174.7% | 12.1% | 79.14 | 170.9% | 9.4% |
| 30Δ | 92.17 | 172.2% | 10.1% | 80.76 | 166.9% | 8.1% |
| 35Δ | 90.42 | 168.2% | 8.5% | 82.14 | 168.0% | 7.1% |
| 40Δ | 88.99 | 170.3% | 7.4% | 83.57 | 156.1% | 5.8% |
| 45Δ | 87.84 | 185.7% | 7.0% | 84.85 | 158.7% | 5.0% |
| 50Δ | 86.27 | 182.1% | 5.9% | 86.15 | 166.4% | 4.5% |
| 55Δ | 84.85 | 167.5% | 4.6% | 87.37 | 157.6% | 3.7% |
| 60Δ | 83.56 | 157.8% | 3.6% | 88.49 | 150.7% | 3.0% |
| 65Δ | 82.13 | 168.4% | 3.2% | 90.60 | 172.5% | 2.8% |
| 70Δ | 80.64 | 171.3% | 2.6% | 91.72 | 161.7% | 2.1% |
| 75Δ | 79.19 | 169.3% | 2.0% | 93.39 | 161.9% | 1.7% |
| 80Δ | 77.59 | 168.1% | 1.5% | 95.88 | 167.5% | 1.3% |
| Date | IV |
|---|---|
| 78.33% | |
| 84.86% |