Share price$62.75
1D+0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T07:57:19.118Z
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 · 2026-10-22T00:00:00.146564327Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:57:16.631509+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 67.59 | 28.1% | 8.6% | 58.25 | 34.5% | 8.3% |
| 25Δ | 67.00 | 30.3% | 8.0% | 59.67 | 29.8% | 6.2% |
| 30Δ | 65.84 | 27.7% | 6.4% | 60.62 | 27.3% | 4.9% |
| 35Δ | 64.97 | 26.5% | 5.2% | 61.32 | 26.6% | 4.1% |
| 40Δ | 64.31 | 25.9% | 4.5% | 61.93 | 26.9% | 3.6% |
| 45Δ | 63.69 | 25.9% | 3.9% | 62.53 | 26.7% | 3.0% |
| 50Δ | 63.12 | 26.2% | 3.4% | 63.13 | 26.6% | 2.5% |
| 55Δ | 62.53 | 26.4% | 3.0% | 63.74 | 27.0% | 2.2% |
| 60Δ | 61.93 | 26.6% | 2.5% | 64.38 | 27.2% | 1.8% |
| 65Δ | 61.32 | 26.6% | 2.2% | 65.03 | 27.3% | 1.4% |
| 70Δ | 60.67 | 26.7% | 1.8% | 65.70 | 26.9% | 1.1% |
| 75Δ | 59.99 | 26.8% | 1.5% | 66.44 | 26.8% | 0.8% |
| 80Δ | 59.28 | 26.3% | 1.2% | 67.39 | 27.4% | 0.5% |
No recorded observations