Share price$72.32
1D-0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T05:22:39.900Z
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 · 2026-10-24T00:00:00.126316989Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T05:22:40.186971+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 82.95 | 53.2% | 16.2% | 65.27 | 49.6% | 11.4% |
| 25Δ | 79.96 | 48.4% | 12.4% | 66.63 | 50.3% | 10.2% |
| 30Δ | 78.27 | 47.5% | 10.5% | 67.99 | 51.0% | 9.0% |
| 35Δ | 76.96 | 48.3% | 9.3% | 69.35 | 51.7% | 7.8% |
| 40Δ | 75.66 | 49.0% | 8.2% | 70.64 | 51.5% | 6.7% |
| 45Δ | 74.58 | 51.9% | 7.6% | 71.87 | 50.4% | 5.8% |
| 50Δ | 73.28 | 51.8% | 6.6% | 73.10 | 49.2% | 4.8% |
| 55Δ | 71.99 | 51.6% | 5.7% | 74.33 | 48.1% | 3.9% |
| 60Δ | 70.69 | 51.5% | 4.7% | 75.65 | 48.5% | 3.2% |
| 65Δ | 69.31 | 51.7% | 3.9% | 77.06 | 49.3% | 2.6% |
| 70Δ | 67.83 | 52.3% | 3.3% | 78.54 | 49.5% | 2.1% |
| 75Δ | 66.35 | 52.9% | 2.6% | 79.61 | 46.5% | 1.5% |
| 80Δ | 81.31 | 46.5% | 1.0% | |||
No recorded observations