Share price$74.03
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T12:35:32.653Z
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 · 2026-10-21T20:00:01.877107637Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 89.28 | 69.1% | 22.6% | 64.22 | 68.5% | 15.6% |
| 25Δ | 84.83 | 61.9% | 17.0% | 66.45 | 68.2% | 13.5% |
| 30Δ | 83.00 | 63.8% | 15.3% | 68.25 | 70.8% | 12.2% |
| 35Δ | 81.16 | 65.6% | 13.6% | 70.06 | 73.2% | 10.8% |
| 40Δ | 79.36 | 68.0% | 12.2% | 72.03 | 74.5% | 9.6% |
| 45Δ | 77.61 | 71.3% | 11.1% | 74.00 | 75.7% | 8.4% |
| 50Δ | 75.85 | 74.6% | 10.0% | 76.01 | 76.1% | 7.3% |
| 55Δ | 74.03 | 74.7% | 8.6% | 78.08 | 75.7% | 6.1% |
| 60Δ | 72.14 | 71.7% | 7.0% | 80.13 | 75.1% | 5.0% |
| 65Δ | 70.25 | 68.8% | 5.4% | 82.15 | 73.1% | 4.1% |
| 70Δ | 68.14 | 70.1% | 4.5% | 84.17 | 71.0% | 3.1% |
| 75Δ | 66.00 | 72.1% | 3.7% | 86.74 | 70.4% | 2.3% |
| 80Δ | 63.64 | 73.1% | 2.8% | 89.69 | 71.0% | 1.7% |
No recorded observations