Share price$91.79
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:03:32.153Z
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 · 2026-10-22T15:59:50.810800814Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 82.92 | 42.2% | 11.0% | |||
| 25Δ | 84.02 | 40.3% | 10.2% | |||
| 30Δ | 85.12 | 38.4% | 9.3% | |||
| 35Δ | 86.22 | 36.6% | 8.5% | |||
| 40Δ | 87.32 | 34.7% | 7.6% | |||
| 45Δ | 88.42 | 32.8% | 6.8% | |||
| 50Δ | 89.52 | 30.9% | 5.9% | |||
| 55Δ | 90.62 | 29.0% | 5.1% | |||
| 60Δ | 91.72 | 27.2% | 4.2% | |||
| 65Δ | 92.82 | 25.3% | 3.3% | |||
| 70Δ | 93.92 | 23.4% | 2.5% | |||
| 75Δ | 95.02 | 21.5% | 1.6% | |||
| 80Δ | 96.12 | 19.6% | 0.8% | |||
No recorded observations