Share price$82.47
1D-0.6%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T17:41:46.340Z
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 · 2026-10-23T17:40:22.482045382Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 98.69 | 80.2% | 22.6% | 74.21 | 66.6% | 13.0% |
| 30Δ | 92.13 | 62.0% | 14.7% | 77.01 | 54.2% | 9.6% |
| 35Δ | 88.60 | 51.4% | 10.5% | 79.46 | 43.2% | 6.6% |
| 40Δ | 86.22 | 44.1% | 7.7% | 80.81 | 39.4% | 5.3% |
| 45Δ | 84.37 | 40.5% | 6.0% | 81.84 | 37.6% | 4.5% |
| 50Δ | 83.08 | 40.8% | 5.4% | 82.88 | 35.9% | 3.7% |
| 55Δ | 81.79 | 41.1% | 4.8% | 83.91 | 34.1% | 2.9% |
| 60Δ | 80.50 | 41.4% | 4.2% | 84.94 | 32.3% | 2.1% |
| 65Δ | 79.21 | 41.7% | 3.6% | 86.10 | 32.2% | 1.7% |
| 70Δ | 77.92 | 41.9% | 2.9% | 87.25 | 32.1% | 1.4% |
| 75Δ | 76.63 | 42.2% | 2.3% | 88.41 | 32.0% | 1.0% |
| 80Δ | 75.34 | 42.5% | 1.7% | 89.57 | 31.9% | 0.6% |
No recorded observations