Share price$91.62
1D
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Market datapartial · fetched 2026-10-23T11:04:20.015Z
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 · 2026-10-23T11:00:00.15972008Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 107.54 | 60.7% | 19.1% | 79.36 | 70.8% | 15.8% |
| 25Δ | 104.16 | 59.4% | 16.0% | 82.04 | 70.2% | 13.7% |
| 30Δ | 101.64 | 59.3% | 13.8% | 84.55 | 70.1% | 11.8% |
| 35Δ | 99.23 | 58.8% | 11.8% | 86.88 | 67.2% | 10.0% |
| 40Δ | 97.05 | 57.7% | 10.1% | 89.17 | 63.7% | 8.3% |
| 45Δ | 94.88 | 56.5% | 8.4% | 91.49 | 65.6% | 7.2% |
| 50Δ | 93.07 | 56.0% | 7.3% | 93.82 | 70.5% | 6.6% |
| 55Δ | 91.25 | 55.4% | 6.1% | 96.38 | 74.0% | 5.9% |
| 60Δ | 89.48 | 54.5% | 5.1% | 99.16 | 76.0% | 5.0% |
| 65Δ | 87.82 | 53.0% | 4.2% | 102.44 | 78.5% | 4.2% |
| 70Δ | 86.16 | 51.6% | 3.3% | 106.22 | 81.6% | 3.5% |
| 75Δ | 84.59 | 49.4% | 2.5% | 111.18 | 86.3% | 2.8% |
| 80Δ | 83.26 | 45.7% | 2.0% | 119.24 | 96.3% | 2.2% |
| Date | IV |
|---|---|
| 61.93% | |
| 61.94% |