Share price$92.90
1D+2.7%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:47:59.756Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:47:58.12090763Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:59.107338+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 96.62 | 60.7% | 4.5% | 89.67 | 58.2% | 4.0% |
| 25Δ | 95.81 | 59.2% | 3.8% | 90.35 | 57.4% | 3.4% |
| 30Δ | 95.17 | 59.0% | 3.3% | 91.00 | 56.0% | 2.9% |
| 35Δ | 94.57 | 57.8% | 2.8% | 91.51 | 56.2% | 2.5% |
| 40Δ | 93.99 | 56.4% | 2.3% | 92.02 | 56.4% | 2.2% |
| 45Δ | 93.50 | 56.7% | 2.0% | 92.51 | 55.7% | 1.9% |
| 50Δ | 93.00 | 57.0% | 1.8% | 93.00 | 55.0% | 1.6% |
| 55Δ | 92.50 | 57.3% | 1.5% | 93.47 | 54.7% | 1.3% |
| 60Δ | 92.00 | 57.6% | 1.3% | 93.95 | 54.3% | 1.1% |
| 65Δ | 91.50 | 56.9% | 1.0% | 94.48 | 54.9% | 0.9% |
| 70Δ | 90.98 | 56.4% | 0.8% | 95.03 | 55.7% | 0.7% |
| 75Δ | 90.05 | 65.2% | 0.8% | 95.72 | 57.2% | 0.6% |
| 80Δ | 89.23 | 66.8% | 0.6% | 96.35 | 56.5% | 0.4% |
| Date | IV |
|---|---|
| 60.71% | |
| 58.96% |