Share price$71.64
1D+2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:56:56.135Z
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 · 2026-10-22T22:30:02.33187278Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 65.39 | 42.9% | 10.1% | |||
| 25Δ | 76.90 | 33.1% | 8.7% | 67.58 | 35.0% | 7.2% |
| 30Δ | 74.97 | 26.5% | 6.0% | 68.75 | 30.9% | 5.7% |
| 35Δ | 73.85 | 22.7% | 4.5% | 69.74 | 27.5% | 4.5% |
| 40Δ | 73.03 | 19.7% | 3.5% | 70.73 | 24.0% | 3.3% |
| 45Δ | 72.49 | 17.9% | 2.8% | 71.43 | 23.5% | 2.6% |
| 50Δ | 71.98 | 16.1% | 2.2% | 72.03 | 23.9% | 2.3% |
| 55Δ | 71.64 | 14.8% | 1.9% | 72.64 | 23.8% | 1.9% |
| 60Δ | 71.31 | 13.6% | 1.5% | 73.27 | 23.8% | 1.5% |
| 65Δ | 70.99 | 12.3% | 1.2% | 73.92 | 23.9% | 1.2% |
| 70Δ | 70.81 | 11.3% | 1.0% | 75.26 | 28.8% | 1.2% |
| 75Δ | 70.63 | 10.2% | 0.9% | 77.28 | 35.5% | 1.1% |
| 80Δ | 70.45 | 9.1% | 0.7% | |||
| Date | IV |
|---|---|
| 16.28% | |
| 16.01% |