Share price$71.88
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:47:52.136Z
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 · 2026-10-22T22:30:00.004029157Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.27 | 53.6% | 12.4% | |||
| 25Δ | 79.21 | 45.0% | 12.0% | 67.12 | 41.6% | 8.5% |
| 30Δ | 76.33 | 34.9% | 8.0% | 68.83 | 35.0% | 6.2% |
| 35Δ | 74.72 | 29.1% | 5.8% | 70.08 | 29.9% | 4.6% |
| 40Δ | 73.70 | 25.9% | 4.5% | 70.96 | 27.3% | 3.6% |
| 45Δ | 72.92 | 23.8% | 3.6% | 71.65 | 24.6% | 2.8% |
| 50Δ | 72.31 | 21.8% | 2.9% | 72.26 | 22.4% | 2.1% |
| 55Δ | 71.76 | 20.2% | 2.4% | 72.78 | 20.8% | 1.6% |
| 60Δ | 71.29 | 19.0% | 2.0% | 73.21 | 19.3% | 1.2% |
| 65Δ | 70.88 | 17.8% | 1.6% | 73.59 | 17.8% | 0.8% |
| 70Δ | 70.54 | 16.4% | 1.3% | 73.97 | 16.3% | 0.5% |
| 75Δ | 70.21 | 15.0% | 1.0% | |||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 18.27% | |
| 18.41% |