Share price$69.93
1D-7.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:20.670Z
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 · 2026-10-22T20:47:59.643495603Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 103.29 | 132.2% | 51.2% | 65.72 | 27.5% | 7.0% |
| 25Δ | 95.86 | 111.2% | 40.4% | 66.50 | 27.4% | 6.2% |
| 30Δ | 91.18 | 94.5% | 33.5% | 67.28 | 27.3% | 5.5% |
| 35Δ | 86.50 | 77.9% | 26.6% | 68.07 | 27.2% | 4.7% |
| 40Δ | 81.82 | 61.2% | 19.7% | 68.85 | 27.1% | 4.0% |
| 45Δ | 77.14 | 44.5% | 12.9% | 69.63 | 27.1% | 3.2% |
| 50Δ | 72.45 | 27.8% | 6.0% | 70.61 | 29.0% | 2.7% |
| 55Δ | 69.72 | 18.9% | 2.2% | 71.78 | 32.8% | 2.5% |
| 60Δ | 69.12 | 18.6% | 2.0% | 72.95 | 36.6% | 2.3% |
| 65Δ | 68.53 | 18.3% | 1.7% | 74.13 | 40.4% | 2.1% |
| 70Δ | 67.94 | 17.9% | 1.4% | 76.50 | 47.6% | 2.0% |
| 75Δ | 67.34 | 17.6% | 1.2% | 82.39 | 64.8% | 1.9% |
| 80Δ | 66.75 | 17.2% | 0.9% | 88.29 | 82.0% | 1.8% |
No recorded observations