Share price$66.01
1D-2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:21:50.137Z
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 · 2026-10-22T20:00:00.373609209Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 91.55 | 114.2% | 41.8% | 55.28 | 89.8% | 19.5% |
| 25Δ | 80.11 | 84.9% | 24.5% | 58.73 | 75.0% | 14.5% |
| 30Δ | 74.96 | 70.3% | 17.0% | 61.31 | 62.9% | 10.8% |
| 35Δ | 71.88 | 61.3% | 12.6% | 63.28 | 51.6% | 7.8% |
| 40Δ | 69.36 | 50.1% | 8.8% | 64.69 | 43.2% | 5.7% |
| 45Δ | 67.72 | 41.7% | 6.3% | 65.71 | 36.6% | 4.2% |
| 50Δ | 66.61 | 36.9% | 4.8% | 66.47 | 32.3% | 3.1% |
| 55Δ | 65.73 | 35.2% | 3.9% | 67.12 | 29.3% | 2.4% |
| 60Δ | 64.94 | 33.8% | 3.2% | 67.72 | 27.6% | 1.8% |
| 65Δ | 64.23 | 31.9% | 2.5% | 68.42 | 27.2% | 1.4% |
| 70Δ | 63.10 | 36.0% | 2.3% | 69.24 | 28.0% | 1.1% |
| 75Δ | 62.51 | 33.0% | 1.8% | 70.77 | 32.4% | 1.0% |
| 80Δ | 61.92 | 29.7% | 1.3% | 71.14 | 29.0% | 0.6% |
No recorded observations