Share price$59.96
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:50:02.443Z
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 · 2026-10-22T13:47:54.93711093Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:49:58.549794+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 70.11 | 58.4% | 18.6% | |||
| 25Δ | 65.98 | 44.1% | 11.8% | |||
| 30Δ | 64.18 | 37.8% | 8.9% | |||
| 35Δ | 62.82 | 33.2% | 6.8% | |||
| 40Δ | 61.68 | 29.1% | 5.1% | |||
| 45Δ | 60.91 | 26.3% | 4.0% | |||
| 50Δ | 60.35 | 24.8% | 3.3% | |||
| 55Δ | 59.83 | 23.2% | 2.7% | |||
| 60Δ | 59.39 | 21.4% | 2.2% | |||
| 65Δ | 58.95 | 19.8% | 1.7% | |||
| 70Δ | 58.54 | 19.2% | 1.4% | |||
| 75Δ | 58.13 | 18.6% | 1.1% | |||
| 80Δ | 57.57 | 18.8% | 0.9% | |||
No recorded observations