Share price$59.67
1D+0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:51:07.672Z
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 · 2026-10-22T20:00:00.868239318Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:51:06.785758+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 66.94 | 43.8% | 13.5% | 54.54 | 42.4% | 10.0% |
| 25Δ | 64.09 | 33.4% | 8.7% | 56.30 | 34.9% | 7.2% |
| 30Δ | 62.62 | 27.9% | 6.4% | 57.47 | 30.0% | 5.4% |
| 35Δ | 61.68 | 24.6% | 4.9% | 58.31 | 26.7% | 4.1% |
| 40Δ | 60.95 | 21.9% | 3.8% | 59.00 | 24.1% | 3.1% |
| 45Δ | 60.46 | 20.2% | 3.2% | 59.49 | 22.1% | 2.5% |
| 50Δ | 59.97 | 18.6% | 2.5% | 59.98 | 20.1% | 1.8% |
| 55Δ | 59.63 | 17.4% | 2.1% | 60.36 | 19.3% | 1.5% |
| 60Δ | 59.28 | 16.2% | 1.7% | 60.74 | 18.6% | 1.2% |
| 65Δ | 58.90 | 15.5% | 1.4% | 61.12 | 17.9% | 0.8% |
| 70Δ | 58.40 | 17.0% | 1.2% | 61.51 | 17.5% | 0.6% |
| 75Δ | 57.88 | 18.3% | 1.1% | 61.91 | 17.1% | 0.4% |
| 80Δ | 57.32 | 18.7% | 0.9% | 62.80 | 19.4% | 0.3% |
No recorded observations