Share price$93.38
1D+3.3%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-21T16:59:36.274Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:33.632247202Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:35.878483+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 97.24 | 62.7% | 4.6% | 90.08 | 59.5% | 4.0% |
| 25Δ | 96.48 | 62.3% | 4.0% | 90.73 | 59.7% | 3.5% |
| 30Δ | 95.76 | 61.3% | 3.4% | 91.34 | 59.3% | 3.0% |
| 35Δ | 95.13 | 60.6% | 2.9% | 91.93 | 58.7% | 2.6% |
| 40Δ | 94.55 | 59.4% | 2.5% | 92.47 | 57.4% | 2.2% |
| 45Δ | 93.99 | 58.1% | 2.1% | 92.99 | 56.0% | 1.9% |
| 50Δ | 93.48 | 59.9% | 1.8% | 93.48 | 56.1% | 1.6% |
| 55Δ | 92.96 | 61.5% | 1.6% | 93.97 | 56.3% | 1.4% |
| 60Δ | 92.42 | 61.5% | 1.4% | 94.50 | 56.9% | 1.2% |
| 65Δ | 91.86 | 61.6% | 1.1% | 95.03 | 57.5% | 1.0% |
| 70Δ | 91.27 | 61.8% | 0.9% | 95.63 | 58.0% | 0.8% |
| 75Δ | 90.58 | 63.1% | 0.7% | 97.17 | 74.7% | 0.8% |
| 80Δ | 89.50 | 67.4% | 0.6% | 98.22 | 76.9% | 0.6% |
| Date | IV |
|---|---|
| 60.71% | |
| 58.96% |