Share price$95.95
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:56:08.602Z
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 · 2026-10-23T20:10:00.00415352Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 114.31 | 66.2% | 21.0% | 85.24 | 57.7% | 13.1% |
| 25Δ | 106.65 | 49.0% | 13.0% | 89.18 | 45.2% | 9.0% |
| 30Δ | 102.96 | 39.9% | 9.2% | 91.58 | 38.1% | 6.7% |
| 35Δ | 100.15 | 32.8% | 6.4% | 93.28 | 33.3% | 5.1% |
| 40Δ | 94.56 | 29.7% | 3.9% | |||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 17.36% | |
| 17.05% | |
| 17.60% |