Share price$60.05
1D+3.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:22.238Z
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 · 2026-10-22T23:00:00.002557024Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 71.85 | 66.0% | 21.5% | 52.28 | 64.7% | 15.1% |
| 25Δ | 67.79 | 53.7% | 14.9% | 54.85 | 55.5% | 11.2% |
| 30Δ | 64.91 | 44.7% | 10.3% | 56.12 | 52.1% | 9.5% |
| 35Δ | 63.87 | 42.4% | 9.0% | 57.31 | 49.0% | 8.0% |
| 40Δ | 62.82 | 40.2% | 7.6% | 58.50 | 46.0% | 6.5% |
| 45Δ | 61.78 | 38.0% | 6.3% | 59.69 | 43.0% | 5.0% |
| 50Δ | 60.74 | 35.8% | 4.9% | 60.85 | 43.6% | 4.2% |
| 55Δ | 59.81 | 33.8% | 3.8% | 62.01 | 45.5% | 3.7% |
| 60Δ | 59.14 | 32.6% | 3.4% | 63.17 | 47.4% | 3.2% |
| 65Δ | 58.47 | 31.3% | 2.9% | 64.33 | 49.3% | 2.7% |
| 70Δ | 57.80 | 30.0% | 2.5% | 65.68 | 50.5% | 2.2% |
| 75Δ | 57.14 | 28.8% | 2.0% | 67.29 | 50.7% | 1.7% |
| 80Δ | 56.47 | 27.5% | 1.6% | 68.91 | 51.0% | 1.2% |
No recorded observations