Share price$73.97
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:13:48.640Z
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 · 2026-10-22T20:10:00.003829173Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.34 | 21.8% | 6.6% | 69.99 | 25.9% | 6.2% |
| 25Δ | 76.96 | 18.3% | 4.8% | 71.16 | 23.2% | 4.8% |
| 30Δ | 76.15 | 16.4% | 3.8% | 72.07 | 21.0% | 3.7% |
| 35Δ | 75.62 | 16.2% | 3.3% | 72.76 | 19.1% | 2.9% |
| 40Δ | 75.15 | 16.3% | 2.9% | 73.32 | 18.2% | 2.4% |
| 45Δ | 74.71 | 16.4% | 2.5% | 73.81 | 17.8% | 2.0% |
| 50Δ | 74.28 | 16.5% | 2.2% | 74.27 | 17.4% | 1.6% |
| 55Δ | 73.83 | 16.7% | 2.0% | 74.72 | 16.9% | 1.3% |
| 60Δ | 73.36 | 17.2% | 1.7% | 75.17 | 16.6% | 1.0% |
| 65Δ | 72.85 | 17.9% | 1.5% | 75.64 | 16.6% | 0.8% |
| 70Δ | 72.22 | 19.1% | 1.4% | 76.14 | 16.6% | 0.6% |
| 75Δ | 71.52 | 20.0% | 1.2% | 76.73 | 16.9% | 0.4% |
| 80Δ | 70.79 | 20.4% | 1.0% | 77.38 | 17.0% | 0.2% |
| Date | IV |
|---|---|
| 16.12% | |
| 16.15% |