Share price$60.33
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T09:52:43.712Z
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 · 2026-10-21T20:00:00.572069423Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 73.44 | 71.9% | 23.8% | 52.38 | 68.4% | 15.6% |
| 25Δ | 69.14 | 61.3% | 17.0% | 55.17 | 54.7% | 11.1% |
| 30Δ | 66.37 | 54.4% | 12.7% | 56.57 | 53.4% | 9.4% |
| 35Δ | 64.78 | 52.6% | 10.6% | 57.71 | 54.3% | 8.3% |
| 40Δ | 63.60 | 53.4% | 9.4% | 58.86 | 57.2% | 7.5% |
| 45Δ | 62.28 | 51.2% | 7.7% | 60.05 | 52.7% | 6.0% |
| 50Δ | 61.17 | 52.4% | 6.8% | 61.06 | 47.2% | 4.6% |
| 55Δ | 60.05 | 52.8% | 5.8% | 62.41 | 54.3% | 4.4% |
| 60Δ | 58.92 | 52.8% | 4.9% | 63.39 | 50.9% | 3.5% |
| 65Δ | 57.81 | 51.7% | 4.0% | 65.23 | 57.3% | 3.2% |
| 70Δ | 56.51 | 54.0% | 3.4% | 66.05 | 51.9% | 2.2% |
| 75Δ | 55.18 | 54.8% | 2.8% | 67.13 | 49.4% | 1.6% |
| 80Δ | 53.75 | 55.0% | 2.2% | 68.60 | 48.9% | 1.1% |
No recorded observations