Share price$67.72
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:48:05.615Z
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 · 2026-10-22T20:10:00.003827613Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 71.51 | 20.6% | 6.2% | 64.37 | 23.7% | 5.7% |
| 25Δ | 70.26 | 16.7% | 4.4% | 65.52 | 19.9% | 4.1% |
| 30Δ | 69.59 | 14.9% | 3.5% | 66.31 | 17.1% | 3.0% |
| 35Δ | 69.03 | 13.6% | 2.8% | 66.90 | 15.1% | 2.2% |
| 40Δ | 68.66 | 12.8% | 2.4% | 67.29 | 14.1% | 1.8% |
| 45Δ | 68.31 | 12.0% | 2.0% | 67.63 | 13.2% | 1.4% |
| 50Δ | 67.96 | 11.3% | 1.6% | 67.97 | 12.4% | 1.1% |
| 55Δ | 67.66 | 11.7% | 1.5% | 68.30 | 12.6% | 0.9% |
| 60Δ | 67.36 | 12.0% | 1.3% | 68.62 | 12.8% | 0.7% |
| 65Δ | 67.06 | 12.3% | 1.1% | 68.95 | 13.0% | 0.5% |
| 70Δ | 66.69 | 12.6% | 1.0% | 69.39 | 13.5% | 0.4% |
| 75Δ | 66.31 | 12.8% | 0.9% | 69.85 | 14.1% | 0.3% |
| 80Δ | 65.89 | 13.0% | 0.7% | 70.92 | 17.6% | 0.2% |
| Date | IV |
|---|---|
| 12.12% | |
| 11.90% |