Share price$94.66
1D-10.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:02:11.002Z
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 · 2026-10-22T21:57:31.206397438Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 121.40 | 89.8% | 30.8% | 79.75 | 85.8% | 18.8% |
| 25Δ | 116.25 | 89.4% | 26.2% | 82.83 | 87.8% | 16.8% |
| 30Δ | 112.06 | 89.9% | 22.6% | 85.86 | 89.5% | 14.8% |
| 35Δ | 108.23 | 90.2% | 19.6% | 88.93 | 89.2% | 12.9% |
| 40Δ | 104.61 | 90.1% | 16.8% | 91.92 | 88.1% | 11.1% |
| 45Δ | 101.21 | 89.4% | 14.3% | 94.86 | 86.5% | 9.4% |
| 50Δ | 98.08 | 90.6% | 12.4% | 97.92 | 87.3% | 8.2% |
| 55Δ | 95.08 | 92.9% | 10.8% | 100.92 | 87.1% | 6.9% |
| 60Δ | 91.94 | 94.0% | 9.2% | 103.79 | 84.7% | 5.7% |
| 65Δ | 88.75 | 94.8% | 7.7% | 106.77 | 82.6% | 4.5% |
| 70Δ | 85.50 | 95.3% | 6.2% | 109.81 | 80.7% | 3.5% |
| 75Δ | 82.22 | 94.0% | 4.9% | 114.38 | 83.2% | 2.8% |
| 80Δ | 78.70 | 93.3% | 3.6% | 118.68 | 82.3% | 2.0% |
No recorded observations