Share price$83.42
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:26:39.865Z
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 · 2026-10-22T20:00:09.512433953Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 91.15 | 33.2% | 10.3% | 76.51 | 38.8% | 9.6% |
| 25Δ | 89.36 | 32.0% | 8.5% | 78.06 | 37.8% | 8.1% |
| 30Δ | 88.30 | 32.5% | 7.6% | 79.61 | 36.7% | 6.7% |
| 35Δ | 87.23 | 33.1% | 6.8% | 80.79 | 35.9% | 5.7% |
| 40Δ | 86.17 | 33.7% | 6.0% | 81.85 | 35.1% | 4.9% |
| 45Δ | 85.10 | 34.2% | 5.1% | 82.91 | 34.3% | 4.2% |
| 50Δ | 84.00 | 35.1% | 4.6% | 83.96 | 33.5% | 3.4% |
| 55Δ | 82.89 | 36.0% | 4.0% | 85.02 | 32.8% | 2.7% |
| 60Δ | 81.79 | 36.9% | 3.5% | 86.13 | 32.7% | 2.2% |
| 65Δ | 80.68 | 37.8% | 3.0% | 87.24 | 32.6% | 1.8% |
| 70Δ | 79.47 | 38.2% | 2.5% | 88.35 | 32.5% | 1.4% |
| 75Δ | 78.09 | 38.0% | 2.1% | 89.46 | 32.4% | 1.0% |
| 80Δ | 76.71 | 37.8% | 1.6% | 93.15 | 38.1% | 0.7% |
No recorded observations