Share price$74.31
1D-1.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:07:42.842Z
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 · 2026-10-22T15:07:40.278093961Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.77 | 44.8% | 14.1% | 66.49 | 51.2% | 12.3% |
| 25Δ | 82.03 | 44.6% | 12.2% | 68.26 | 49.9% | 10.4% |
| 30Δ | 80.29 | 44.5% | 10.3% | 70.03 | 48.6% | 8.6% |
| 35Δ | 78.96 | 45.2% | 9.2% | 71.31 | 47.5% | 7.5% |
| 40Δ | 77.71 | 46.1% | 8.2% | 72.58 | 46.4% | 6.4% |
| 45Δ | 76.47 | 47.0% | 7.2% | 73.86 | 45.3% | 5.3% |
| 50Δ | 75.22 | 47.9% | 6.2% | 75.13 | 44.3% | 4.3% |
| 55Δ | 73.96 | 47.9% | 5.4% | 76.33 | 43.8% | 3.7% |
| 60Δ | 72.68 | 47.6% | 4.6% | 77.52 | 43.3% | 3.1% |
| 65Δ | 71.41 | 47.4% | 3.8% | 78.72 | 42.8% | 2.4% |
| 70Δ | 70.13 | 47.2% | 3.0% | 79.92 | 42.2% | 1.8% |
| 75Δ | 68.49 | 47.9% | 2.5% | 82.02 | 44.4% | 1.4% |
| 80Δ | 66.80 | 48.7% | 2.0% | 84.18 | 46.7% | 1.0% |
No recorded observations