Share price$69.49
1D+1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:42:07.719Z
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 · 2026-10-22T23:00:00.002260222Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 82.06 | 58.7% | 19.7% | 63.30 | 41.7% | 10.3% |
| 25Δ | 78.24 | 50.1% | 14.5% | 65.06 | 39.4% | 8.1% |
| 30Δ | 74.83 | 42.8% | 9.8% | 66.08 | 39.4% | 7.3% |
| 35Δ | 73.67 | 42.4% | 8.7% | 67.09 | 39.3% | 6.4% |
| 40Δ | 72.52 | 42.1% | 7.6% | 68.11 | 39.2% | 5.5% |
| 45Δ | 71.36 | 41.8% | 6.5% | 69.12 | 39.1% | 4.6% |
| 50Δ | 70.21 | 41.5% | 5.4% | 70.16 | 39.2% | 3.8% |
| 55Δ | 69.20 | 40.8% | 4.7% | 71.38 | 40.6% | 3.3% |
| 60Δ | 68.22 | 39.9% | 4.0% | 72.60 | 41.9% | 2.9% |
| 65Δ | 67.24 | 39.1% | 3.3% | 73.83 | 43.3% | 2.4% |
| 70Δ | 66.26 | 38.2% | 2.7% | 75.07 | 44.6% | 1.9% |
| 75Δ | 65.28 | 37.4% | 2.0% | 76.78 | 44.9% | 1.5% |
| 80Δ | 63.94 | 37.1% | 1.6% | 78.50 | 45.2% | 1.0% |
No recorded observations