Share price$84.89
1D+4.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:20:28.203Z
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 · 2026-10-22T16:19:39.81592807Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 103.18 | 70.4% | 23.5% | 73.72 | 67.9% | 15.5% |
| 25Δ | 97.80 | 61.6% | 17.6% | 76.92 | 59.8% | 12.1% |
| 30Δ | 93.81 | 55.6% | 13.3% | 79.15 | 57.6% | 10.1% |
| 35Δ | 91.34 | 52.6% | 10.8% | 81.07 | 56.8% | 8.7% |
| 40Δ | 89.25 | 49.8% | 8.8% | 82.80 | 56.9% | 7.6% |
| 45Δ | 87.62 | 47.3% | 7.4% | 84.53 | 56.9% | 6.5% |
| 50Δ | 85.99 | 44.8% | 5.9% | 86.29 | 56.9% | 5.6% |
| 55Δ | 84.47 | 43.3% | 4.8% | 88.05 | 56.8% | 4.7% |
| 60Δ | 83.12 | 43.3% | 4.1% | 89.82 | 56.7% | 3.8% |
| 65Δ | 81.78 | 43.4% | 3.5% | 91.66 | 55.8% | 3.1% |
| 70Δ | 80.43 | 43.4% | 2.8% | 93.52 | 54.8% | 2.4% |
| 75Δ | 78.60 | 45.1% | 2.3% | 95.67 | 54.6% | 1.8% |
| 80Δ | 76.55 | 47.4% | 1.9% | 98.98 | 57.3% | 1.3% |
No recorded observations