Share price$68.77
1D-2.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T19:01:04.698Z
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 · 2026-10-22T19:00:19.144722431Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 86.54 | 83.3% | 28.2% | 59.02 | 74.1% | 16.8% |
| 25Δ | 81.94 | 77.0% | 22.1% | 61.23 | 72.7% | 14.4% |
| 30Δ | 79.04 | 76.6% | 18.7% | 63.24 | 70.9% | 12.3% |
| 35Δ | 77.26 | 81.2% | 17.3% | 65.21 | 69.3% | 10.3% |
| 40Δ | 75.48 | 85.7% | 15.8% | 66.90 | 69.0% | 9.1% |
| 45Δ | 73.34 | 86.4% | 13.9% | 68.59 | 68.7% | 7.8% |
| 50Δ | 71.08 | 85.8% | 11.8% | 70.29 | 68.5% | 6.6% |
| 55Δ | 68.91 | 85.2% | 9.9% | 72.07 | 68.4% | 5.6% |
| 60Δ | 66.83 | 84.8% | 8.3% | 73.84 | 68.2% | 4.7% |
| 65Δ | 64.72 | 84.7% | 6.8% | 75.67 | 67.8% | 3.8% |
| 70Δ | 62.36 | 87.6% | 5.7% | 77.60 | 66.7% | 3.0% |
| 75Δ | 60.00 | 90.5% | 4.6% | 79.53 | 65.5% | 2.2% |
| 80Δ | 57.11 | 93.1% | 3.6% | 81.88 | 64.3% | 1.5% |
No recorded observations