Share price$83.75
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:09.432Z
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 · 2026-10-22T20:00:00.459031675Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 115.31 | 109.2% | 40.6% | 69.24 | 90.5% | 20.2% |
| 25Δ | 99.74 | 77.4% | 22.0% | 75.52 | 64.1% | 12.8% |
| 30Δ | 93.40 | 60.1% | 14.4% | 78.40 | 52.1% | 9.3% |
| 35Δ | 89.56 | 48.5% | 9.9% | 80.57 | 44.5% | 7.0% |
| 40Δ | 87.70 | 43.0% | 7.9% | 81.84 | 42.4% | 5.9% |
| 45Δ | 85.84 | 37.5% | 5.8% | 83.12 | 40.2% | 4.9% |
| 50Δ | 84.43 | 34.9% | 4.6% | 84.39 | 38.1% | 3.8% |
| 55Δ | 83.39 | 34.6% | 4.0% | 85.63 | 37.0% | 3.1% |
| 60Δ | 82.35 | 34.4% | 3.4% | 86.82 | 36.8% | 2.6% |
| 65Δ | 81.31 | 34.1% | 2.8% | 88.02 | 36.6% | 2.1% |
| 70Δ | 80.27 | 33.8% | 2.2% | 89.22 | 36.5% | 1.6% |
| 75Δ | 78.90 | 34.2% | 1.8% | 90.70 | 36.7% | 1.1% |
| 80Δ | 77.40 | 34.8% | 1.5% | 92.72 | 37.8% | 0.8% |
No recorded observations