Share price$94.05
1D-10.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:28:28.770Z
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 · 2026-10-22T23:20:44.798525711Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 121.18 | 91.3% | 31.4% | 79.37 | 84.5% | 18.6% |
| 25Δ | 116.04 | 91.2% | 26.8% | 82.50 | 85.8% | 16.4% |
| 30Δ | 111.83 | 91.9% | 23.2% | 85.44 | 87.6% | 14.6% |
| 35Δ | 107.96 | 92.4% | 20.2% | 88.42 | 87.1% | 12.7% |
| 40Δ | 104.29 | 92.4% | 17.3% | 91.34 | 86.0% | 10.9% |
| 45Δ | 100.83 | 91.9% | 14.8% | 94.17 | 84.3% | 9.3% |
| 50Δ | 97.67 | 93.8% | 12.9% | 97.08 | 84.2% | 7.9% |
| 55Δ | 94.60 | 96.3% | 11.3% | 100.03 | 84.7% | 6.7% |
| 60Δ | 91.37 | 97.8% | 9.6% | 102.74 | 82.1% | 5.5% |
| 65Δ | 88.06 | 99.1% | 8.1% | 105.48 | 79.5% | 4.4% |
| 70Δ | 84.68 | 99.9% | 6.6% | 108.31 | 77.2% | 3.4% |
| 75Δ | 81.22 | 99.1% | 5.1% | 111.78 | 76.5% | 2.5% |
| 80Δ | 77.24 | 100.8% | 3.9% | 116.02 | 77.0% | 1.8% |
No recorded observations