Share price$64.26
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:47:52.493Z
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 · 2026-10-22T22:30:00.001238151Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 71.78 | 42.2% | 13.0% | 58.44 | 44.9% | 10.6% |
| 25Δ | 69.40 | 35.9% | 9.4% | 60.36 | 37.6% | 7.7% |
| 30Δ | 67.87 | 31.8% | 7.2% | 61.68 | 32.9% | 5.9% |
| 35Δ | 66.83 | 29.6% | 5.9% | 62.64 | 29.7% | 4.6% |
| 40Δ | 65.97 | 27.6% | 4.8% | 63.38 | 28.6% | 3.8% |
| 45Δ | 65.27 | 26.7% | 4.0% | 64.01 | 28.8% | 3.3% |
| 50Δ | 64.63 | 26.7% | 3.5% | 64.66 | 28.4% | 2.7% |
| 55Δ | 64.03 | 27.3% | 3.0% | 65.30 | 28.0% | 2.3% |
| 60Δ | 63.35 | 28.4% | 2.7% | 65.94 | 27.6% | 1.8% |
| 65Δ | 62.67 | 28.9% | 2.3% | 66.57 | 27.0% | 1.4% |
| 70Δ | 61.97 | 28.9% | 1.9% | 67.24 | 26.5% | 1.0% |
| 75Δ | 61.13 | 29.6% | 1.6% | 68.00 | 26.7% | 0.8% |
| 80Δ | 60.05 | 31.5% | 1.3% | 68.69 | 25.6% | 0.5% |
No recorded observations