Share price$65.56
1D-6.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:18:54.159Z
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 · 2026-10-22T16:18:51.564238308Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 73.13 | 40.0% | 12.8% | 59.10 | 47.6% | 11.5% |
| 25Δ | 71.53 | 38.9% | 10.7% | 60.64 | 46.2% | 9.6% |
| 30Δ | 69.96 | 37.9% | 8.6% | 61.80 | 45.6% | 8.4% |
| 35Δ | 69.02 | 38.0% | 7.8% | 62.96 | 45.0% | 7.3% |
| 40Δ | 68.08 | 38.2% | 6.9% | 64.12 | 44.4% | 6.1% |
| 45Δ | 67.14 | 38.3% | 6.0% | 65.29 | 44.2% | 5.1% |
| 50Δ | 66.21 | 38.4% | 5.2% | 66.47 | 45.4% | 4.5% |
| 55Δ | 65.27 | 38.6% | 4.3% | 67.65 | 46.5% | 3.9% |
| 60Δ | 64.34 | 38.2% | 3.7% | 68.83 | 47.7% | 3.3% |
| 65Δ | 63.41 | 37.6% | 3.2% | 70.01 | 48.9% | 2.7% |
| 70Δ | 62.48 | 37.0% | 2.6% | 71.87 | 50.8% | 2.2% |
| 75Δ | 61.56 | 36.4% | 2.1% | 73.73 | 52.7% | 1.7% |
| 80Δ | 60.63 | 35.8% | 1.6% | 76.51 | 57.3% | 1.3% |
No recorded observations