Share price$82.36
1D-2.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:39:58.838Z
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 · 2026-10-23T19:39:43.150486511Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 73.24 | 55.8% | 13.0% | |||
| 25Δ | 75.22 | 56.4% | 11.2% | |||
| 30Δ | 89.92 | 51.4% | 11.7% | 77.04 | 53.8% | 9.5% |
| 35Δ | 88.23 | 52.6% | 10.8% | 78.87 | 51.1% | 7.9% |
| 40Δ | 86.54 | 53.8% | 9.8% | 80.55 | 49.4% | 6.5% |
| 45Δ | 84.85 | 55.0% | 8.8% | 82.02 | 49.0% | 5.8% |
| 50Δ | 83.16 | 56.2% | 7.9% | 83.49 | 48.7% | 5.1% |
| 55Δ | 81.47 | 57.4% | 6.9% | 84.95 | 48.4% | 4.3% |
| 60Δ | 79.78 | 58.6% | 5.9% | 86.42 | 48.1% | 3.6% |
| 65Δ | 78.09 | 59.8% | 5.0% | 87.88 | 47.7% | 2.8% |
| 70Δ | 76.41 | 61.0% | 4.0% | 89.35 | 47.4% | 2.1% |
| 75Δ | 74.58 | 62.4% | 3.1% | 92.76 | 50.1% | 1.6% |
| 80Δ | 72.05 | 64.4% | 2.5% | 97.72 | 55.2% | 1.2% |
No recorded observations