Share price$61.67
1D-2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:36:33.080Z
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 · 2026-10-22T22:30:03.133350762Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 63.64 | 11.2% | 3.5% | |||
| 25Δ | 63.16 | 10.2% | 2.8% | |||
| 30Δ | 62.83 | 9.4% | 2.4% | |||
| 35Δ | 62.58 | 8.6% | 2.0% | 57.71 | 103.2% | 14.5% |
| 40Δ | 62.34 | 7.9% | 1.7% | 59.93 | 87.1% | 10.9% |
| 45Δ | 62.09 | 7.2% | 1.3% | 62.36 | 102.1% | 10.8% |
| 50Δ | 61.68 | 29.5% | 3.5% | 65.48 | 119.0% | 10.7% |
| 55Δ | 61.19 | 64.2% | 6.9% | |||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations