Share price$59.68
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:46:34.511Z
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 · 2026-10-23T15:46:33.24013435Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 62.53 | 22.5% | 6.0% | |||
| 30Δ | 61.92 | 22.9% | 5.5% | |||
| 35Δ | 61.32 | 23.3% | 5.1% | |||
| 40Δ | 60.71 | 23.8% | 4.7% | |||
| 45Δ | 60.11 | 24.2% | 4.3% | 59.46 | 27.0% | 3.0% |
| 50Δ | 59.50 | 24.6% | 3.9% | 60.02 | 26.6% | 2.5% |
| 55Δ | 58.90 | 25.1% | 3.5% | 60.57 | 26.2% | 2.1% |
| 60Δ | 58.29 | 25.5% | 3.0% | 61.11 | 25.8% | 1.7% |
| 65Δ | 57.69 | 25.9% | 2.6% | 61.65 | 25.2% | 1.3% |
| 70Δ | 57.08 | 26.4% | 2.2% | 62.26 | 25.0% | 1.0% |
| 75Δ | 56.48 | 26.8% | 1.8% | 63.02 | 25.5% | 0.7% |
| 80Δ | 55.87 | 27.2% | 1.4% | 63.78 | 25.9% | 0.5% |
| Date | IV |
|---|---|
| 21.50% | |
| 20.82% |