Share price$75.89
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:58:01.390Z
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 · 2026-10-22T16:57:26.789923364Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 86.65 | 48.3% | 15.6% | 60.92 | 100.5% | 22.1% |
| 25Δ | 84.08 | 46.8% | 12.7% | 70.16 | 47.6% | 9.7% |
| 30Δ | 82.46 | 46.6% | 11.0% | 71.50 | 48.1% | 8.7% |
| 35Δ | 80.84 | 46.3% | 9.4% | 72.85 | 48.6% | 7.6% |
| 40Δ | 79.38 | 47.8% | 8.3% | 74.19 | 49.2% | 6.6% |
| 45Δ | 78.08 | 51.2% | 7.7% | 75.50 | 49.0% | 5.6% |
| 50Δ | 76.78 | 54.6% | 7.1% | 76.74 | 47.7% | 4.8% |
| 55Δ | 75.48 | 58.0% | 6.4% | 77.98 | 46.3% | 4.0% |
| 60Δ | 74.03 | 58.6% | 5.6% | 79.22 | 45.0% | 3.1% |
| 65Δ | 72.48 | 57.5% | 4.6% | 80.81 | 45.6% | 2.5% |
| 70Δ | 70.93 | 56.4% | 3.7% | 82.99 | 49.5% | 2.1% |
| 75Δ | 69.21 | 55.9% | 2.9% | 85.14 | 52.9% | 1.7% |
| 80Δ | 67.24 | 56.3% | 2.2% | 86.92 | 50.6% | 1.2% |
No recorded observations