Share price$84.34
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:08:16.457Z
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 · 2026-10-23T20:00:01.147323001Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 99.35 | 62.1% | 19.6% | 73.28 | 68.5% | 15.4% |
| 25Δ | 94.93 | 55.3% | 14.7% | 76.11 | 64.4% | 12.7% |
| 30Δ | 92.75 | 54.2% | 12.6% | 78.24 | 63.3% | 10.9% |
| 35Δ | 90.57 | 53.1% | 10.6% | 80.32 | 61.9% | 9.2% |
| 40Δ | 88.80 | 53.1% | 9.2% | 82.09 | 59.4% | 7.8% |
| 45Δ | 87.18 | 53.5% | 8.1% | 83.86 | 56.8% | 6.5% |
| 50Δ | 85.55 | 54.0% | 6.9% | 85.60 | 55.0% | 5.3% |
| 55Δ | 83.94 | 54.2% | 6.0% | 87.27 | 54.8% | 4.5% |
| 60Δ | 82.33 | 54.3% | 5.1% | 88.94 | 54.5% | 3.7% |
| 65Δ | 80.72 | 54.3% | 4.2% | 90.70 | 54.2% | 3.0% |
| 70Δ | 78.76 | 56.2% | 3.5% | 92.63 | 53.8% | 2.3% |
| 75Δ | 76.54 | 59.6% | 2.9% | 94.55 | 53.4% | 1.7% |
| 80Δ | 74.06 | 62.9% | 2.4% | 97.10 | 53.5% | 1.2% |
No recorded observations