Share price$68.21
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:41:24.544Z
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 · 2026-10-23T16:41:19.552604117Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 67.15 | 18.7% | 2.8% | |||
| 40Δ | 67.63 | 17.5% | 2.3% | |||
| 45Δ | 68.83 | 14.3% | 2.2% | 68.09 | 16.5% | 1.8% |
| 50Δ | 68.48 | 14.3% | 2.0% | 68.47 | 16.3% | 1.5% |
| 55Δ | 68.13 | 14.4% | 1.7% | 68.86 | 16.1% | 1.2% |
| 60Δ | 67.76 | 14.5% | 1.5% | |||
| 65Δ | 67.38 | 14.7% | 1.3% | |||
| 70Δ | 67.01 | 14.8% | 1.1% | |||
| 75Δ | ||||||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 14.53% | |
| 14.14% | |
| 15.43% |