Share price$97.05
1D-5.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:24:14.086Z
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 · 2026-10-22T20:26:03.394883638Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 120.97 | 80.5% | 26.9% | 82.43 | 80.4% | 17.9% |
| 25Δ | 114.21 | 72.7% | 20.5% | 85.84 | 79.0% | 15.3% |
| 30Δ | 111.13 | 74.4% | 18.1% | 88.76 | 78.9% | 13.3% |
| 35Δ | 107.74 | 72.8% | 15.3% | 91.58 | 77.9% | 11.5% |
| 40Δ | 104.39 | 70.1% | 12.6% | 94.32 | 76.3% | 9.8% |
| 45Δ | 101.80 | 69.9% | 10.9% | 96.93 | 75.2% | 8.4% |
| 50Δ | 99.26 | 69.9% | 9.3% | 99.50 | 74.1% | 7.1% |
| 55Δ | 96.84 | 70.4% | 8.0% | 102.19 | 74.0% | 6.0% |
| 60Δ | 94.37 | 71.3% | 6.8% | 104.92 | 74.2% | 5.0% |
| 65Δ | 91.75 | 73.5% | 5.8% | 108.08 | 74.9% | 4.1% |
| 70Δ | 89.01 | 75.5% | 4.8% | 111.81 | 77.0% | 3.3% |
| 75Δ | 86.02 | 77.1% | 3.9% | 116.28 | 79.8% | 2.6% |
| 80Δ | 82.81 | 77.8% | 3.0% | 120.54 | 79.4% | 1.9% |
| Date | IV |
|---|---|
| 61.41% | |
| 62.57% |