Share price$81.56
1D-4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:05:42.779Z
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 · 2026-10-22T20:10:00.003684892Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 101.16 | 78.7% | 26.3% | 68.67 | 85.4% | 18.8% |
| 25Δ | 96.11 | 73.0% | 20.6% | 71.86 | 80.9% | 15.7% |
| 30Δ | 92.37 | 68.3% | 16.6% | 74.76 | 76.6% | 13.0% |
| 35Δ | 89.37 | 65.4% | 13.5% | 77.05 | 74.2% | 11.1% |
| 40Δ | 87.37 | 66.7% | 12.0% | 79.28 | 72.1% | 9.3% |
| 45Δ | 85.36 | 67.9% | 10.5% | 81.34 | 70.3% | 7.9% |
| 50Δ | 83.37 | 68.1% | 9.1% | 83.32 | 68.7% | 6.7% |
| 55Δ | 81.37 | 68.0% | 7.7% | 85.32 | 67.3% | 5.5% |
| 60Δ | 79.31 | 68.8% | 6.5% | 87.40 | 66.7% | 4.6% |
| 65Δ | 77.13 | 71.5% | 5.6% | 89.49 | 66.2% | 3.7% |
| 70Δ | 74.94 | 74.1% | 4.7% | 92.31 | 68.0% | 3.0% |
| 75Δ | 72.49 | 74.5% | 3.8% | 95.40 | 70.2% | 2.3% |
| 80Δ | 70.04 | 74.9% | 2.9% | 98.78 | 70.6% | 1.7% |
| Date | IV |
|---|---|
| 54.45% | |
| 54.04% |