Share price$72.50
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:04:42.045Z
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 · 2026-10-22T20:00:00.884601567Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 60.10 | 96.0% | 20.6% | |||
| 25Δ | 89.88 | 93.1% | 27.4% | 64.54 | 74.1% | 14.4% |
| 30Δ | 82.80 | 71.9% | 17.7% | 67.16 | 60.9% | 10.8% |
| 35Δ | 78.79 | 57.8% | 12.1% | 69.56 | 48.7% | 7.5% |
| 40Δ | 76.19 | 47.2% | 8.5% | 70.76 | 43.9% | 6.1% |
| 45Δ | 74.56 | 40.7% | 6.4% | 71.69 | 40.8% | 5.2% |
| 50Δ | 73.74 | 37.6% | 5.5% | 72.62 | 37.7% | 4.2% |
| 55Δ | 72.92 | 34.6% | 4.6% | 73.55 | 34.5% | 3.2% |
| 60Δ | 72.10 | 31.5% | 3.7% | 74.48 | 31.4% | 2.3% |
| 65Δ | 71.28 | 28.4% | 2.8% | 75.72 | 31.2% | 1.6% |
| 70Δ | 70.46 | 25.3% | 2.0% | 77.37 | 34.9% | 1.4% |
| 75Δ | 69.55 | 23.4% | 1.3% | 79.02 | 38.6% | 1.2% |
| 80Δ | 68.53 | 22.9% | 1.1% | 81.27 | 42.7% | 0.9% |
| Date | IV |
|---|---|
| 28.65% | |
| 28.50% |