Share price$84.08
1D-0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T08:24:37.913Z
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 · 2026-10-22T00:00:00.119438208Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T08:24:35.678754+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.12 | 34.2% | 8.2% | |||
| 25Δ | 89.40 | 28.3% | 7.5% | 80.07 | 29.1% | 6.1% |
| 30Δ | 87.89 | 25.4% | 5.9% | 81.39 | 25.9% | 4.7% |
| 35Δ | 86.79 | 23.6% | 4.7% | 82.37 | 23.8% | 3.7% |
| 40Δ | 85.92 | 23.0% | 4.0% | 83.16 | 22.6% | 3.0% |
| 45Δ | 85.17 | 21.7% | 3.3% | 83.84 | 22.3% | 2.5% |
| 50Δ | 84.49 | 21.9% | 2.9% | 84.49 | 21.8% | 2.1% |
| 55Δ | 83.84 | 22.3% | 2.5% | 85.14 | 21.4% | 1.7% |
| 60Δ | 83.16 | 22.5% | 2.2% | 85.80 | 21.4% | 1.3% |
| 65Δ | 82.46 | 22.6% | 1.9% | 86.52 | 21.6% | 1.1% |
| 70Δ | 81.69 | 22.9% | 1.6% | 87.27 | 21.7% | 0.8% |
| 75Δ | 80.74 | 24.1% | 1.3% | 88.05 | 21.6% | 0.6% |
| 80Δ | 79.61 | 25.3% | 1.1% | 88.98 | 21.8% | 0.3% |
No recorded observations