Share price$67.15
1D+1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:49:54.824Z
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 · 2026-10-22T14:49:03.651158184Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 80.19 | 66.0% | 21.3% | 58.18 | 67.9% | 15.7% |
| 25Δ | 76.35 | 57.4% | 15.9% | 60.65 | 61.7% | 12.5% |
| 30Δ | 73.77 | 51.6% | 12.4% | 62.50 | 55.1% | 10.0% |
| 35Δ | 71.92 | 47.8% | 10.0% | 64.35 | 48.5% | 7.6% |
| 40Δ | 70.06 | 44.1% | 7.6% | 65.73 | 46.2% | 6.2% |
| 45Δ | 68.94 | 44.9% | 6.8% | 66.85 | 46.3% | 5.4% |
| 50Δ | 67.83 | 46.0% | 6.1% | 67.97 | 46.4% | 4.7% |
| 55Δ | 66.73 | 47.0% | 5.3% | 69.10 | 46.4% | 3.9% |
| 60Δ | 65.63 | 48.0% | 4.5% | 70.33 | 47.0% | 3.2% |
| 65Δ | 64.51 | 48.0% | 3.8% | 72.01 | 49.2% | 2.7% |
| 70Δ | 63.37 | 46.6% | 3.2% | 73.69 | 51.5% | 2.2% |
| 75Δ | 62.23 | 45.2% | 2.5% | 75.60 | 54.0% | 1.8% |
| 80Δ | 61.10 | 43.7% | 1.9% | 78.36 | 57.1% | 1.3% |
No recorded observations