Share price$73.00
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:15:43.772Z
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 · 2026-10-22T20:10:00.000784384Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 80.34 | 36.6% | 11.2% | 67.60 | 36.0% | 8.6% |
| 25Δ | 77.59 | 28.4% | 7.4% | 69.49 | 29.4% | 6.1% |
| 30Δ | 76.05 | 23.7% | 5.4% | 70.74 | 25.2% | 4.5% |
| 35Δ | 75.14 | 21.5% | 4.3% | 71.60 | 22.5% | 3.5% |
| 40Δ | 74.43 | 19.4% | 3.5% | 72.29 | 20.2% | 2.6% |
| 45Δ | 73.82 | 17.9% | 2.8% | 72.87 | 18.2% | 2.0% |
| 50Δ | 73.34 | 17.3% | 2.4% | 73.30 | 16.9% | 1.5% |
| 55Δ | 72.87 | 16.8% | 2.0% | 73.68 | 15.8% | 1.2% |
| 60Δ | 72.45 | 16.6% | 1.7% | 74.07 | 14.8% | 0.8% |
| 65Δ | 72.02 | 16.3% | 1.4% | 74.43 | 14.3% | 0.6% |
| 70Δ | 71.46 | 17.0% | 1.2% | 74.80 | 13.8% | 0.4% |
| 75Δ | 70.88 | 17.7% | 1.1% | 75.29 | 14.0% | 0.3% |
| 80Δ | 70.22 | 18.1% | 0.9% | 75.96 | 15.1% | 0.1% |
| Date | IV |
|---|---|
| 15.92% | |
| 15.67% |