Share price$59.12
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:59:00.255Z
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 · 2026-10-22T20:00:02.825425702Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.04 | 81.6% | 27.5% | 50.08 | 82.6% | 18.2% |
| 25Δ | 70.31 | 76.9% | 21.8% | 52.01 | 81.7% | 16.0% |
| 30Δ | 68.17 | 77.0% | 19.1% | 53.93 | 80.9% | 13.8% |
| 35Δ | 66.18 | 77.7% | 16.6% | 55.72 | 79.5% | 11.8% |
| 40Δ | 64.29 | 78.2% | 14.4% | 57.36 | 77.4% | 10.1% |
| 45Δ | 62.56 | 78.6% | 12.5% | 59.00 | 75.4% | 8.5% |
| 50Δ | 60.82 | 79.1% | 10.7% | 60.88 | 77.0% | 7.3% |
| 55Δ | 59.11 | 79.6% | 9.2% | 63.14 | 84.6% | 6.7% |
| 60Δ | 57.42 | 80.1% | 7.8% | 65.35 | 90.4% | 6.0% |
| 65Δ | 55.73 | 80.7% | 6.5% | 67.27 | 87.5% | 4.9% |
| 70Δ | 53.92 | 81.2% | 5.3% | 69.19 | 84.7% | 3.7% |
| 75Δ | 52.02 | 81.6% | 4.2% | 71.25 | 81.8% | 2.8% |
| 80Δ | 50.13 | 82.0% | 3.2% | 73.41 | 78.8% | 1.9% |
No recorded observations