Share price$65.72
1D-0.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:29:46.086Z
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 · 2026-10-22T20:38:28.279019477Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:22:45.350990+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.52 | 47.4% | 14.8% | 57.30 | 64.3% | 15.0% |
| 25Δ | 73.06 | 47.7% | 13.1% | 59.83 | 57.7% | 11.6% |
| 30Δ | 71.60 | 48.0% | 11.4% | 61.34 | 52.6% | 9.6% |
| 35Δ | 70.15 | 48.3% | 9.7% | 62.77 | 47.5% | 7.8% |
| 40Δ | 68.94 | 49.9% | 8.8% | 64.21 | 42.5% | 5.9% |
| 45Δ | 67.76 | 51.6% | 7.9% | 65.40 | 39.4% | 4.6% |
| 50Δ | 66.58 | 53.3% | 7.0% | 66.31 | 38.8% | 4.0% |
| 55Δ | 65.40 | 55.0% | 6.1% | 67.21 | 38.2% | 3.4% |
| 60Δ | 64.03 | 56.5% | 5.3% | 68.11 | 37.5% | 2.8% |
| 65Δ | 62.57 | 57.9% | 4.6% | 69.02 | 36.9% | 2.1% |
| 70Δ | 61.11 | 59.4% | 3.8% | 69.92 | 36.3% | 1.5% |
| 75Δ | 59.34 | 62.7% | 3.1% | 70.99 | 34.9% | 1.2% |
| 80Δ | 56.55 | 71.8% | 2.7% | 72.08 | 33.4% | 0.8% |
| Date | IV |
|---|---|
| 41.14% | |
| 42.37% |