Share price$69.92
1D+4.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:47:31.648Z
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 · 2026-10-23T15:47:26.504068316Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 77.89 | 40.4% | 12.6% | 63.08 | 47.2% | 11.3% |
| 25Δ | 76.32 | 40.3% | 10.8% | 64.95 | 45.2% | 9.1% |
| 30Δ | 74.83 | 40.2% | 9.0% | 66.12 | 45.2% | 8.1% |
| 35Δ | 73.78 | 40.5% | 8.1% | 67.27 | 45.3% | 7.1% |
| 40Δ | 72.73 | 40.7% | 7.2% | 68.42 | 45.4% | 6.2% |
| 45Δ | 71.67 | 40.9% | 6.2% | 69.56 | 45.5% | 5.2% |
| 50Δ | 70.62 | 41.1% | 5.3% | 70.65 | 44.9% | 4.4% |
| 55Δ | 69.56 | 41.2% | 4.5% | 71.69 | 43.7% | 3.7% |
| 60Δ | 68.51 | 41.1% | 3.9% | 72.74 | 42.6% | 3.1% |
| 65Δ | 67.46 | 41.0% | 3.3% | 73.78 | 41.4% | 2.4% |
| 70Δ | 66.41 | 40.9% | 2.7% | 74.83 | 40.3% | 1.7% |
| 75Δ | 65.36 | 40.8% | 2.1% | 76.96 | 43.7% | 1.3% |
| 80Δ | 64.16 | 39.4% | 1.6% | 79.31 | 48.1% | 1.0% |
No recorded observations