Share price$66.20
1D-0.4%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T15:52:09.570Z
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 · 2026-10-22T00:00:00.126143405Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 75.54 | 49.7% | 15.6% | |||
| 25Δ | 72.75 | 43.5% | 11.6% | |||
| 30Δ | 71.02 | 41.0% | 9.4% | 61.97 | 54.8% | 9.6% |
| 35Δ | 69.71 | 39.0% | 7.7% | 63.30 | 55.3% | 8.4% |
| 40Δ | 68.69 | 38.8% | 6.7% | 64.60 | 56.4% | 7.4% |
| 45Δ | 67.68 | 37.4% | 5.6% | 65.93 | 58.5% | 6.6% |
| 50Δ | 66.74 | 35.2% | 4.5% | 67.35 | 59.5% | 5.7% |
| 55Δ | 65.91 | 33.9% | 3.7% | 68.91 | 61.8% | 5.0% |
| 60Δ | 65.13 | 33.2% | 3.1% | 70.81 | 65.8% | 4.4% |
| 65Δ | 64.43 | 31.6% | 2.5% | 73.32 | 72.1% | 4.0% |
| 70Δ | 63.75 | 30.0% | 2.0% | 76.51 | 79.0% | 3.4% |
| 75Δ | 63.07 | 28.8% | 1.6% | |||
| 80Δ | 62.48 | 26.9% | 1.2% | |||
No recorded observations