Share price$60.05
1D+3.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T10:04:23.280Z
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 | 66.5% | 21.5% | 52.28 | 65.4% | 15.1% |
| 25Δ | 67.79 | 54.0% | 14.9% | 54.84 | 56.4% | 11.2% |
| 30Δ | 64.91 | 45.0% | 10.3% | 56.11 | 52.9% | 9.5% |
| 35Δ | 63.86 | 42.8% | 9.0% | 57.30 | 49.9% | 8.0% |
| 40Δ | 62.82 | 40.7% | 7.6% | 58.49 | 46.8% | 6.5% |
| 45Δ | 61.78 | 38.5% | 6.3% | 59.68 | 43.7% | 5.0% |
| 50Δ | 60.73 | 36.4% | 4.9% | 60.84 | 44.3% | 4.2% |
| 55Δ | 59.80 | 34.5% | 3.8% | 62.00 | 46.2% | 3.7% |
| 60Δ | 59.13 | 33.2% | 3.4% | 63.16 | 48.1% | 3.2% |
| 65Δ | 58.46 | 31.9% | 2.9% | 64.31 | 50.0% | 2.7% |
| 70Δ | 57.79 | 30.7% | 2.5% | 65.65 | 51.3% | 2.2% |
| 75Δ | 57.12 | 29.4% | 2.0% | 67.27 | 51.5% | 1.7% |
| 80Δ | 56.45 | 28.1% | 1.6% | 68.88 | 51.8% | 1.2% |
No recorded observations