Share price$82.38
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:08:29.708Z
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 · 2026-10-22T20:00:01.523926784Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 112.18 | 108.6% | 39.2% | 75.20 | 42.7% | 10.1% |
| 25Δ | 97.76 | 72.9% | 21.3% | 77.10 | 37.0% | 8.0% |
| 30Δ | 84.97 | 17.7% | 4.1% | 79.00 | 31.4% | 5.8% |
| 35Δ | 84.41 | 18.0% | 3.7% | 80.40 | 26.6% | 4.2% |
| 40Δ | 83.86 | 18.4% | 3.3% | 81.26 | 22.8% | 3.2% |
| 45Δ | 83.31 | 18.7% | 2.9% | 82.11 | 18.9% | 2.1% |
| 50Δ | 82.75 | 19.1% | 2.6% | 82.73 | 16.8% | 1.5% |
| 55Δ | 82.17 | 19.3% | 2.2% | 83.14 | 16.1% | 1.3% |
| 60Δ | 81.57 | 19.4% | 2.0% | 83.56 | 15.4% | 1.0% |
| 65Δ | 80.97 | 19.5% | 1.7% | 83.98 | 14.7% | 0.8% |
| 70Δ | 80.37 | 19.5% | 1.4% | 84.40 | 14.1% | 0.5% |
| 75Δ | 79.70 | 19.5% | 1.2% | 84.82 | 13.4% | 0.3% |
| 80Δ | 78.93 | 19.2% | 1.0% | 86.51 | 17.2% | 0.2% |
No recorded observations