Share price$100.36
1D-2.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:23:03.677Z
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 · 2026-10-22T20:00:08.492345566Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:23:01.669401+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 117.53 | 58.9% | 18.8% | 87.66 | 64.6% | 14.9% |
| 25Δ | 113.77 | 57.0% | 15.6% | 90.85 | 61.9% | 12.3% |
| 30Δ | 110.82 | 56.1% | 13.2% | 93.34 | 61.0% | 10.6% |
| 35Δ | 108.48 | 56.8% | 11.6% | 95.67 | 59.4% | 9.0% |
| 40Δ | 106.37 | 58.1% | 10.3% | 97.94 | 55.9% | 7.4% |
| 45Δ | 104.25 | 58.9% | 9.0% | 99.93 | 55.9% | 6.3% |
| 50Δ | 102.11 | 58.9% | 7.8% | 101.92 | 55.5% | 5.4% |
| 55Δ | 99.96 | 58.9% | 6.6% | 103.91 | 55.0% | 4.5% |
| 60Δ | 97.78 | 61.8% | 5.8% | 106.06 | 55.1% | 3.7% |
| 65Δ | 95.58 | 61.8% | 4.8% | 108.41 | 55.8% | 3.1% |
| 70Δ | 93.11 | 63.5% | 4.0% | 110.85 | 56.3% | 2.5% |
| 75Δ | 90.81 | 62.3% | 3.2% | 113.50 | 56.0% | 1.8% |
| 80Δ | 88.16 | 61.7% | 2.4% | 116.66 | 56.3% | 1.3% |
| Date | IV |
|---|---|
| 46.61% | |
| 48.34% |