Share price$74.23
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T09:22:33.747Z
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 · 2026-10-21T20:00:00.066311356Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 82.05 | 37.9% | 11.7% | 68.17 | 39.7% | 9.5% |
| 25Δ | 79.50 | 31.6% | 8.4% | 70.14 | 33.8% | 7.0% |
| 30Δ | 77.88 | 27.6% | 6.3% | 71.46 | 30.3% | 5.5% |
| 35Δ | 76.77 | 24.8% | 5.0% | 72.43 | 28.6% | 4.4% |
| 40Δ | 75.91 | 22.9% | 4.0% | 73.20 | 28.4% | 3.8% |
| 45Δ | 75.22 | 22.1% | 3.4% | 73.96 | 27.7% | 3.1% |
| 50Δ | 74.60 | 22.3% | 2.9% | 74.70 | 27.9% | 2.7% |
| 55Δ | 74.02 | 22.9% | 2.6% | 75.46 | 28.3% | 2.3% |
| 60Δ | 73.42 | 22.6% | 2.2% | 76.26 | 28.6% | 1.9% |
| 65Δ | 72.83 | 22.3% | 1.8% | 77.08 | 28.7% | 1.5% |
| 70Δ | 72.26 | 21.6% | 1.5% | 78.02 | 29.2% | 1.2% |
| 75Δ | 71.63 | 21.3% | 1.2% | 78.54 | 26.8% | 0.8% |
| 80Δ | 70.83 | 21.9% | 1.0% | 79.19 | 24.8% | 0.4% |
No recorded observations