Share price$72.92
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:56:13.032Z
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 · 2026-10-22T20:10:00.003611101Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 89.06 | 73.4% | 24.2% | 62.14 | 77.7% | 17.5% |
| 25Δ | 84.01 | 64.1% | 17.7% | 65.13 | 71.7% | 14.0% |
| 30Δ | 80.86 | 58.6% | 13.8% | 67.16 | 70.1% | 12.1% |
| 35Δ | 78.97 | 58.2% | 11.8% | 69.17 | 68.7% | 10.2% |
| 40Δ | 77.31 | 58.4% | 10.3% | 70.98 | 67.3% | 8.7% |
| 45Δ | 75.70 | 58.3% | 8.9% | 72.71 | 66.0% | 7.4% |
| 50Δ | 74.12 | 57.5% | 7.5% | 74.49 | 67.4% | 6.4% |
| 55Δ | 72.62 | 57.4% | 6.4% | 76.36 | 68.4% | 5.5% |
| 60Δ | 71.13 | 57.7% | 5.4% | 78.53 | 71.2% | 4.8% |
| 65Δ | 69.63 | 57.4% | 4.5% | 80.93 | 73.3% | 4.0% |
| 70Δ | 67.58 | 62.4% | 3.9% | 81.77 | 64.6% | 2.8% |
| 75Δ | 65.12 | 71.7% | 3.6% | 83.38 | 61.0% | 2.0% |
| 80Δ | 62.55 | 74.0% | 2.9% | 85.68 | 60.5% | 1.4% |
| Date | IV |
|---|---|
| 55.29% | |
| 57.31% |