Share price$87.55
1D-2.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T00:40:04.523Z
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 · 2026-10-22T23:55:12.479225513Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:40:02.653307+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 106.27 | 71.6% | 23.4% | 74.59 | 79.1% | 17.6% |
| 25Δ | 102.85 | 72.2% | 20.2% | 77.59 | 76.5% | 15.0% |
| 30Δ | 99.74 | 72.1% | 17.4% | 80.42 | 74.5% | 12.7% |
| 35Δ | 96.70 | 70.5% | 14.7% | 82.76 | 75.9% | 11.3% |
| 40Δ | 94.46 | 72.7% | 13.1% | 85.10 | 77.2% | 9.9% |
| 45Δ | 91.87 | 70.9% | 11.0% | 87.47 | 75.5% | 8.3% |
| 50Δ | 89.60 | 71.0% | 9.4% | 89.95 | 77.5% | 7.3% |
| 55Δ | 87.40 | 72.3% | 8.2% | 92.55 | 78.6% | 6.3% |
| 60Δ | 85.14 | 72.9% | 6.9% | 94.79 | 75.4% | 5.1% |
| 65Δ | 82.79 | 73.5% | 5.8% | 97.56 | 75.8% | 4.1% |
| 70Δ | 80.43 | 74.1% | 4.8% | 101.11 | 78.7% | 3.4% |
| 75Δ | 77.92 | 73.8% | 3.8% | 103.88 | 76.2% | 2.5% |
| 80Δ | 75.39 | 73.1% | 2.8% | 108.28 | 78.0% | 1.8% |
No recorded observations