Share price$66.82
1D-4.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:26:15.770Z
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 · 2026-10-22T20:34:59.381639847Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.35 | 40.1% | 12.5% | 60.36 | 47.3% | 11.3% |
| 25Δ | 73.08 | 40.0% | 11.0% | 61.68 | 46.0% | 9.8% |
| 30Δ | 71.80 | 39.9% | 9.5% | 62.99 | 44.7% | 8.3% |
| 35Δ | 70.52 | 39.8% | 8.1% | 64.31 | 43.4% | 6.9% |
| 40Δ | 69.44 | 39.6% | 7.0% | 65.51 | 42.9% | 5.8% |
| 45Δ | 68.48 | 39.3% | 6.2% | 66.57 | 43.3% | 5.1% |
| 50Δ | 67.53 | 39.0% | 5.3% | 67.63 | 43.7% | 4.4% |
| 55Δ | 66.58 | 38.7% | 4.5% | 68.69 | 44.0% | 3.7% |
| 60Δ | 65.63 | 38.4% | 3.7% | 69.76 | 44.4% | 3.0% |
| 65Δ | 64.65 | 37.9% | 3.0% | 71.14 | 45.2% | 2.5% |
| 70Δ | 63.65 | 37.2% | 2.6% | 72.62 | 46.0% | 2.0% |
| 75Δ | 62.65 | 36.5% | 2.1% | 74.09 | 46.9% | 1.5% |
| 80Δ | 61.65 | 35.8% | 1.6% | 76.11 | 48.6% | 1.1% |
No recorded observations