Share price$71.04
1D+1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T12:04:03.126Z
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 · 2026-10-23T00:00:00.177237892Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.53 | 45.8% | 10.7% | |||
| 25Δ | 66.63 | 38.9% | 7.9% | |||
| 30Δ | 75.20 | 33.4% | 7.5% | 68.05 | 35.0% | 6.2% |
| 35Δ | 73.90 | 30.2% | 5.9% | 69.04 | 33.6% | 5.1% |
| 40Δ | 72.92 | 28.6% | 4.8% | 69.89 | 33.8% | 4.4% |
| 45Δ | 72.21 | 29.0% | 4.3% | 70.73 | 33.1% | 3.7% |
| 50Δ | 71.49 | 29.7% | 3.8% | 71.55 | 32.8% | 3.1% |
| 55Δ | 70.76 | 30.2% | 3.3% | 72.40 | 33.2% | 2.7% |
| 60Δ | 70.00 | 30.2% | 2.8% | 73.28 | 33.7% | 2.2% |
| 65Δ | 69.27 | 29.7% | 2.3% | 74.18 | 33.5% | 1.8% |
| 70Δ | 68.46 | 29.7% | 1.9% | 75.34 | 35.0% | 1.4% |
| 75Δ | 67.60 | 30.0% | 1.6% | |||
| 80Δ | 66.69 | 29.7% | 1.2% | |||
No recorded observations