Share price$63.29
1D
Price history unavailable.
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Market dataready · fetched 2026-10-22T10:03:58.545Z
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 · 2026-10-22T09:47:29.7666226Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:03:56.074825+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 79.49 | 83.2% | 28.0% | |||
| 25Δ | 76.50 | 83.5% | 24.0% | |||
| 30Δ | 74.64 | 88.5% | 22.1% | |||
| 35Δ | 71.73 | 85.6% | 18.3% | |||
| 40Δ | 69.80 | 88.9% | 16.5% | |||
| 45Δ | 67.75 | 90.8% | 14.6% | 63.01 | 55.6% | 6.3% |
| 50Δ | 65.76 | 94.1% | 13.0% | 64.29 | 55.9% | 5.4% |
| 55Δ | 63.65 | 96.3% | 11.3% | 65.56 | 56.1% | 4.6% |
| 60Δ | 66.73 | 53.7% | 3.6% | |||
| 65Δ | 67.92 | 52.2% | 2.9% | |||
| 70Δ | 69.05 | 50.1% | 2.2% | |||
| 75Δ | 70.15 | 47.8% | 1.5% | |||
| 80Δ | 71.06 | 44.2% | 1.0% | |||
No recorded observations