Share price$99.64
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T06:26:41.811Z
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 · 2026-10-22T00:00:03.763977384Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 112.37 | 45.2% | 14.1% | |||
| 25Δ | 109.01 | 41.3% | 11.1% | 92.77 | 43.0% | 8.8% |
| 30Δ | 106.78 | 40.3% | 9.2% | 94.58 | 42.1% | 7.5% |
| 35Δ | 105.12 | 40.4% | 8.0% | 96.19 | 41.6% | 6.4% |
| 40Δ | 103.51 | 40.0% | 6.9% | 97.71 | 41.0% | 5.5% |
| 45Δ | 102.09 | 41.0% | 6.1% | 99.18 | 40.8% | 4.7% |
| 50Δ | 100.63 | 41.4% | 5.3% | 100.72 | 43.7% | 4.2% |
| 55Δ | 99.16 | 42.5% | 4.7% | 102.01 | 39.8% | 3.2% |
| 60Δ | 97.68 | 42.0% | 3.9% | 103.46 | 39.6% | 2.7% |
| 65Δ | 96.06 | 43.4% | 3.4% | 104.87 | 38.7% | 2.1% |
| 70Δ | 94.36 | 44.1% | 2.8% | 106.42 | 38.4% | 1.6% |
| 75Δ | 92.61 | 44.2% | 2.3% | 108.21 | 38.6% | 1.2% |
| 80Δ | 110.20 | 38.6% | 0.8% | |||
No recorded observations