Share price$64.00
1D
Price history unavailable.
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-22T09:22:15.212Z
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 · 2026-10-22T09:18:56.832526427Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:22:14.248625+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 79.72 | 80.4% | 26.8% | |||
| 25Δ | 76.72 | 80.2% | 22.9% | |||
| 30Δ | 75.06 | 85.9% | 21.4% | |||
| 35Δ | 72.02 | 81.5% | 17.3% | |||
| 40Δ | 70.12 | 84.1% | 15.5% | |||
| 45Δ | 68.21 | 86.7% | 13.8% | 63.75 | 59.9% | 6.8% |
| 50Δ | 66.21 | 88.4% | 12.0% | 65.19 | 62.3% | 6.0% |
| 55Δ | 64.20 | 89.5% | 10.4% | 66.51 | 59.8% | 4.9% |
| 60Δ | 67.88 | 58.8% | 4.0% | |||
| 65Δ | 69.22 | 57.3% | 3.2% | |||
| 70Δ | 70.52 | 55.3% | 2.4% | |||
| 75Δ | 71.65 | 52.1% | 1.7% | |||
| 80Δ | 72.82 | 49.1% | 1.1% | |||
No recorded observations