Share price$64.03
1D-4.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:07:18.714Z
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 · 2026-10-22T20:00:00.386711474Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 79.99 | 78.0% | 27.0% | 54.43 | 81.3% | 17.8% |
| 25Δ | 74.16 | 67.3% | 18.4% | 56.65 | 79.8% | 15.3% |
| 30Δ | 72.47 | 69.7% | 16.6% | 58.51 | 81.1% | 13.6% |
| 35Δ | 70.78 | 72.1% | 14.8% | 60.37 | 82.0% | 11.8% |
| 40Δ | 69.09 | 74.0% | 13.2% | 62.19 | 81.3% | 10.3% |
| 45Δ | 67.39 | 75.6% | 11.7% | 64.01 | 80.7% | 8.8% |
| 50Δ | 65.70 | 77.2% | 10.2% | 65.86 | 80.2% | 7.5% |
| 55Δ | 63.96 | 78.4% | 8.8% | 67.74 | 80.0% | 6.4% |
| 60Δ | 62.19 | 79.3% | 7.5% | 69.62 | 79.7% | 5.3% |
| 65Δ | 60.41 | 80.2% | 6.3% | 71.40 | 77.5% | 4.3% |
| 70Δ | 58.48 | 80.8% | 5.2% | 73.16 | 74.7% | 3.3% |
| 75Δ | 56.49 | 81.3% | 4.1% | 74.93 | 71.9% | 2.4% |
| 80Δ | 54.32 | 82.3% | 3.1% | 78.53 | 75.8% | 1.8% |
No recorded observations