Share price$71.76
1D-0.8%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:23.324Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:14.480165062Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:54.059891+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 77.30 | 113.1% | 8.6% | 66.62 | 126.3% | 8.3% |
| 25Δ | 76.20 | 112.6% | 7.4% | 67.62 | 128.2% | 7.3% |
| 30Δ | 75.29 | 113.7% | 6.5% | 68.59 | 128.3% | 6.3% |
| 35Δ | 74.43 | 114.6% | 5.6% | 69.52 | 127.2% | 5.5% |
| 40Δ | 73.62 | 115.5% | 4.9% | 70.41 | 124.2% | 4.7% |
| 45Δ | 72.83 | 116.5% | 4.3% | 71.26 | 121.2% | 3.9% |
| 50Δ | 72.04 | 116.7% | 3.7% | 72.08 | 123.6% | 3.4% |
| 55Δ | 71.26 | 117.4% | 3.1% | 72.89 | 122.0% | 2.9% |
| 60Δ | 70.46 | 119.0% | 2.7% | 73.73 | 121.6% | 2.4% |
| 65Δ | 69.63 | 120.2% | 2.2% | 74.61 | 121.5% | 2.0% |
| 70Δ | 68.75 | 120.8% | 1.8% | 76.64 | 154.2% | 2.1% |
| 75Δ | 67.91 | 119.5% | 1.4% | 78.52 | 163.1% | 1.7% |
| 80Δ | 67.52 | 105.3% | 1.0% | 81.64 | 186.4% | 1.4% |
| Date | IV |
|---|---|
| 110.10% | |
| 112.34% |