Share price$69.45
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:50:50.084Z
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 · 2026-10-23T15:50:32.43303217Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 81.53 | 57.4% | 18.9% | 62.78 | 46.9% | 11.3% |
| 25Δ | 76.11 | 41.6% | 11.2% | 64.08 | 48.8% | 10.0% |
| 30Δ | 74.22 | 40.2% | 9.0% | 65.35 | 49.5% | 8.7% |
| 35Δ | 73.23 | 42.6% | 8.4% | 66.54 | 47.0% | 7.5% |
| 40Δ | 72.24 | 44.9% | 7.7% | 67.72 | 44.5% | 6.2% |
| 45Δ | 71.26 | 47.3% | 7.0% | 68.91 | 42.0% | 5.0% |
| 50Δ | 70.27 | 49.7% | 6.3% | 70.12 | 39.8% | 3.8% |
| 55Δ | 69.25 | 48.7% | 5.5% | 71.56 | 40.8% | 3.4% |
| 60Δ | 68.22 | 46.4% | 4.6% | 72.99 | 41.7% | 2.9% |
| 65Δ | 67.18 | 44.1% | 3.8% | 74.43 | 42.7% | 2.4% |
| 70Δ | 66.15 | 41.8% | 2.9% | 75.87 | 43.7% | 2.0% |
| 75Δ | 65.11 | 39.5% | 2.0% | 77.30 | 44.7% | 1.5% |
| 80Δ | 63.54 | 40.2% | 1.6% | 78.74 | 45.6% | 1.1% |
No recorded observations