Share price$81.31
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:53:03.186Z
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 · 2026-10-23T20:10:00.003261067Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 111.27 | 112.2% | 39.9% | 68.43 | 87.5% | 18.8% |
| 25Δ | 97.64 | 81.7% | 23.1% | 73.00 | 67.6% | 13.2% |
| 30Δ | 92.11 | 65.6% | 16.3% | 75.94 | 55.1% | 9.7% |
| 35Δ | 88.03 | 52.5% | 11.3% | 77.83 | 47.4% | 7.5% |
| 40Δ | 84.69 | 42.3% | 7.3% | 79.72 | 39.6% | 5.3% |
| 45Δ | 83.50 | 40.7% | 6.3% | 80.92 | 38.1% | 4.4% |
| 50Δ | 82.30 | 39.0% | 5.3% | 81.99 | 37.7% | 3.8% |
| 55Δ | 81.11 | 37.4% | 4.3% | 83.07 | 37.3% | 3.2% |
| 60Δ | 79.91 | 35.9% | 3.3% | 84.15 | 36.9% | 2.5% |
| 65Δ | 78.76 | 35.9% | 2.8% | 85.29 | 36.6% | 2.0% |
| 70Δ | 77.61 | 35.9% | 2.4% | 86.68 | 36.7% | 1.6% |
| 75Δ | 76.47 | 35.9% | 1.9% | 88.08 | 36.8% | 1.2% |
| 80Δ | 75.32 | 35.9% | 1.5% | 89.47 | 36.9% | 0.8% |
No recorded observations