Share price$81.69
1D+4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:43.243Z
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 · 2026-10-22T20:10:00.001501456Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 97.19 | 64.2% | 20.9% | 70.61 | 70.7% | 16.0% |
| 25Δ | 94.16 | 64.0% | 17.7% | 73.05 | 69.7% | 13.8% |
| 30Δ | 91.61 | 63.6% | 15.3% | 75.41 | 68.5% | 11.8% |
| 35Δ | 89.24 | 63.3% | 13.1% | 77.46 | 67.1% | 10.2% |
| 40Δ | 87.19 | 63.2% | 11.4% | 79.51 | 65.6% | 8.6% |
| 45Δ | 85.14 | 63.1% | 9.7% | 81.53 | 66.3% | 7.5% |
| 50Δ | 83.28 | 63.1% | 8.4% | 83.53 | 67.7% | 6.5% |
| 55Δ | 81.43 | 63.2% | 7.2% | 85.56 | 68.5% | 5.6% |
| 60Δ | 79.57 | 63.2% | 6.0% | 87.70 | 68.1% | 4.6% |
| 65Δ | 77.68 | 63.3% | 5.0% | 89.84 | 67.8% | 3.7% |
| 70Δ | 75.78 | 63.4% | 4.1% | 92.79 | 69.8% | 3.0% |
| 75Δ | 73.74 | 63.2% | 3.2% | 96.07 | 72.2% | 2.4% |
| 80Δ | 71.60 | 62.7% | 2.5% | 100.06 | 74.8% | 1.8% |
No recorded observations