Share price$66.91
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T15:13:20.466Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-22T00:00:00.060355711Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 67.01 | 26.0% | 4.5% | |||
| 50Δ | 68.12 | 26.1% | 3.8% | |||
| 55Δ | 69.23 | 26.2% | 3.1% | |||
| 60Δ | 70.34 | 26.2% | 2.4% | |||
| 65Δ | 71.74 | 27.6% | 1.9% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations