Share price$70.45
1D-2.6%
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Market dataready · fetched 2026-10-21T16:59:18.904Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:08.873894531Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:18.399332+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 76.28 | 120.5% | 9.2% | 65.45 | 125.0% | 8.2% |
| 25Δ | 75.12 | 120.1% | 7.9% | 66.38 | 128.3% | 7.3% |
| 30Δ | 74.11 | 119.5% | 6.8% | 67.31 | 129.8% | 6.4% |
| 35Δ | 73.20 | 119.4% | 5.9% | 68.23 | 128.4% | 5.5% |
| 40Δ | 72.36 | 120.0% | 5.1% | 69.11 | 126.4% | 4.7% |
| 45Δ | 71.55 | 120.5% | 4.4% | 69.95 | 126.2% | 4.1% |
| 50Δ | 70.75 | 121.1% | 3.8% | 70.77 | 125.4% | 3.5% |
| 55Δ | 69.95 | 121.9% | 3.3% | 71.59 | 124.6% | 3.0% |
| 60Δ | 69.15 | 122.6% | 2.8% | 72.43 | 123.9% | 2.5% |
| 65Δ | 68.34 | 121.7% | 2.3% | 73.31 | 123.6% | 2.0% |
| 70Δ | 67.43 | 123.8% | 1.9% | 74.18 | 122.0% | 1.6% |
| 75Δ | 66.61 | 121.0% | 1.4% | 74.89 | 114.9% | 1.2% |
| 80Δ | 65.69 | 118.7% | 1.0% | 76.68 | 128.3% | 1.0% |
| Date | IV |
|---|---|
| 110.10% | |
| 112.34% |