Share price$81.93
1D+1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:29:56.973Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16
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 · 2026-10-22T18:20:05.945540073Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 85.76 | 12.2% | 7.0% | |||
| 45Δ | 84.92 | 11.8% | 6.4% | |||
| 50Δ | 84.08 | 11.5% | 5.8% | 84.53 | 19.3% | 2.9% |
| 55Δ | 83.24 | 11.2% | 5.1% | 86.13 | 19.9% | 2.3% |
| 60Δ | 82.40 | 10.9% | 4.5% | 87.73 | 20.5% | 1.6% |
| 65Δ | 81.56 | 10.5% | 3.9% | 89.58 | 21.5% | 1.1% |
| 70Δ | 80.78 | 10.1% | 3.4% | |||
| 75Δ | 80.14 | 9.5% | 3.0% | |||
| 80Δ | 79.26 | 9.2% | 2.7% | |||
No recorded observations