Share price$66.20
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T17:59:17.926Z
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 | 49.8% | 15.6% | |||
| 25Δ | 72.75 | 43.6% | 11.6% | |||
| 30Δ | 71.02 | 41.0% | 9.4% | 61.97 | 54.8% | 9.6% |
| 35Δ | 69.59 | 38.0% | 7.5% | 63.31 | 55.0% | 8.4% |
| 40Δ | 68.65 | 38.2% | 6.6% | 64.62 | 55.4% | 7.3% |
| 45Δ | 67.62 | 36.2% | 5.4% | 65.93 | 57.2% | 6.5% |
| 50Δ | 66.74 | 35.2% | 4.5% | 67.32 | 58.5% | 5.6% |
| 55Δ | 65.91 | 33.9% | 3.8% | 68.83 | 60.4% | 4.9% |
| 60Δ | 65.12 | 33.5% | 3.2% | 70.46 | 61.7% | 4.2% |
| 65Δ | 64.38 | 32.5% | 2.6% | 72.55 | 65.6% | 3.6% |
| 70Δ | 63.66 | 31.2% | 2.1% | 75.17 | 70.5% | 3.1% |
| 75Δ | 62.97 | 29.8% | 1.6% | |||
| 80Δ | 62.37 | 27.7% | 1.2% | |||
| Date | IV |
|---|---|
| 44.68% | |
| 42.90% |