Share price$85.31
1D+4.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:29:18.486Z
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 · 2026-10-22T20:00:01.730325701Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 104.07 | 72.4% | 24.1% | 76.56 | 49.8% | 11.9% |
| 25Δ | 99.07 | 64.6% | 18.6% | 79.17 | 44.1% | 9.2% |
| 30Δ | 94.57 | 57.9% | 13.7% | 80.92 | 44.6% | 7.9% |
| 35Δ | 92.28 | 56.0% | 11.6% | 82.26 | 47.9% | 7.3% |
| 40Δ | 89.99 | 54.1% | 9.5% | 83.60 | 51.3% | 6.8% |
| 45Δ | 88.28 | 51.2% | 8.0% | 84.95 | 54.7% | 6.2% |
| 50Δ | 86.58 | 48.3% | 6.5% | 86.47 | 53.1% | 5.3% |
| 55Δ | 84.88 | 45.8% | 5.0% | 87.99 | 51.4% | 4.3% |
| 60Δ | 83.24 | 48.5% | 4.5% | 89.51 | 49.7% | 3.4% |
| 65Δ | 81.60 | 51.2% | 4.0% | 91.14 | 48.6% | 2.7% |
| 70Δ | 79.95 | 53.8% | 3.4% | 92.82 | 47.9% | 2.1% |
| 75Δ | 78.17 | 52.7% | 2.8% | 94.49 | 47.2% | 1.5% |
| 80Δ | 76.40 | 51.7% | 2.1% | 96.32 | 45.6% | 1.0% |
No recorded observations