Share price$63.28
1D+1.5%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T00:38:30.537Z
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 · 2026-10-22T23:00:00.002520491Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 53.54 | 73.6% | 17.7% | |||
| 25Δ | 56.21 | 64.2% | 13.9% | |||
| 30Δ | 69.12 | 49.4% | 11.7% | 58.88 | 54.8% | 10.0% |
| 35Δ | 67.78 | 48.5% | 10.2% | 60.64 | 50.2% | 7.8% |
| 40Δ | 66.45 | 47.6% | 8.6% | 61.74 | 49.0% | 6.8% |
| 45Δ | 65.11 | 46.7% | 7.0% | 62.85 | 47.9% | 5.8% |
| 50Δ | 64.16 | 44.9% | 6.1% | 63.95 | 46.7% | 4.7% |
| 55Δ | 63.25 | 42.9% | 5.2% | 65.05 | 45.7% | 3.7% |
| 60Δ | 62.33 | 41.0% | 4.3% | 66.25 | 45.6% | 3.2% |
| 65Δ | 61.42 | 39.0% | 3.5% | 67.44 | 45.6% | 2.6% |
| 70Δ | 60.50 | 37.1% | 2.6% | 68.64 | 45.6% | 2.0% |
| 75Δ | 59.53 | 35.3% | 1.9% | 69.83 | 45.6% | 1.5% |
| 80Δ | 58.48 | 33.6% | 1.5% | 71.62 | 45.7% | 1.0% |
| Date | IV |
|---|---|
| 34.05% | |
| 34.32% |