Share price$73.48
1D+1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:08:49.707Z
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 · 2026-10-22T20:00:03.297421953Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 84.90 | 54.4% | 17.1% | 60.73 | 95.5% | 20.7% |
| 25Δ | 83.12 | 55.6% | 15.3% | 64.20 | 78.8% | 16.0% |
| 30Δ | 81.33 | 56.8% | 13.5% | 67.68 | 62.2% | 11.3% |
| 35Δ | 79.45 | 55.4% | 11.5% | 70.33 | 49.3% | 7.7% |
| 40Δ | 77.32 | 46.5% | 8.6% | 71.30 | 44.0% | 6.5% |
| 45Δ | 75.18 | 37.7% | 5.7% | 72.28 | 38.7% | 5.2% |
| 50Δ | 74.20 | 35.9% | 4.8% | 73.26 | 33.3% | 3.9% |
| 55Δ | 73.32 | 34.8% | 4.2% | 74.24 | 28.0% | 2.6% |
| 60Δ | 72.44 | 33.7% | 3.5% | 75.20 | 23.9% | 1.5% |
| 65Δ | 71.56 | 32.7% | 2.9% | 76.09 | 24.1% | 1.3% |
| 70Δ | 70.68 | 31.6% | 2.2% | 76.98 | 24.3% | 1.0% |
| 75Δ | 69.58 | 31.6% | 1.7% | 77.87 | 24.6% | 0.7% |
| 80Δ | 67.72 | 35.5% | 1.4% | 78.76 | 24.8% | 0.5% |
No recorded observations