Share price$68.43
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T12:21:01.104Z
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 · 2026-10-21T23:00:00.003499363Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.46 | 31.5% | 9.8% | 62.33 | 41.0% | 10.2% |
| 25Δ | 73.44 | 30.8% | 8.6% | 64.24 | 36.2% | 7.7% |
| 30Δ | 72.42 | 30.1% | 7.4% | 65.46 | 33.5% | 6.2% |
| 35Δ | 71.41 | 29.4% | 6.3% | 66.23 | 32.0% | 5.5% |
| 40Δ | 70.39 | 28.7% | 5.1% | 67.00 | 30.6% | 4.7% |
| 45Δ | 69.53 | 28.7% | 4.4% | 67.77 | 29.2% | 3.9% |
| 50Δ | 68.76 | 29.2% | 3.9% | 68.53 | 27.8% | 3.1% |
| 55Δ | 68.00 | 29.6% | 3.5% | 69.30 | 26.4% | 2.4% |
| 60Δ | 67.23 | 30.1% | 3.0% | 70.10 | 25.2% | 1.6% |
| 65Δ | 66.46 | 30.5% | 2.6% | 71.15 | 26.5% | 1.4% |
| 70Δ | 65.70 | 31.0% | 2.1% | 72.20 | 27.8% | 1.1% |
| 75Δ | 64.82 | 31.9% | 1.7% | 73.26 | 29.0% | 0.8% |
| 80Δ | 62.84 | 37.1% | 1.5% | 74.31 | 30.3% | 0.6% |
No recorded observations