Share price$74.11
1D-1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:13.857Z
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 · 2026-10-22T20:10:00.002526538Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.34 | 43.6% | 13.8% | 66.37 | 50.8% | 12.2% |
| 25Δ | 81.63 | 43.8% | 11.9% | 68.09 | 49.7% | 10.4% |
| 30Δ | 79.95 | 44.0% | 10.1% | 69.81 | 48.6% | 8.6% |
| 35Δ | 78.74 | 45.6% | 9.2% | 71.14 | 47.9% | 7.5% |
| 40Δ | 77.52 | 47.2% | 8.3% | 72.42 | 47.3% | 6.5% |
| 45Δ | 76.30 | 48.8% | 7.4% | 73.69 | 46.8% | 5.5% |
| 50Δ | 75.09 | 50.3% | 6.5% | 74.97 | 46.2% | 4.5% |
| 55Δ | 73.73 | 50.8% | 5.7% | 76.25 | 45.9% | 3.8% |
| 60Δ | 72.36 | 51.2% | 4.9% | 77.53 | 45.6% | 3.2% |
| 65Δ | 70.99 | 51.5% | 4.1% | 78.82 | 45.4% | 2.6% |
| 70Δ | 69.54 | 51.9% | 3.3% | 80.13 | 45.1% | 1.9% |
| 75Δ | 67.86 | 52.3% | 2.7% | 81.84 | 44.9% | 1.5% |
| 80Δ | 66.18 | 52.7% | 2.1% | 83.54 | 44.7% | 1.0% |
No recorded observations