Share price$82.21
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:31:51.356Z
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 · 2026-10-22T22:30:00.004287789Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 86.45 | 19.0% | 5.7% | 78.49 | 21.7% | 5.2% |
| 25Δ | 85.06 | 15.5% | 4.1% | 79.73 | 18.6% | 3.8% |
| 30Δ | 84.26 | 13.5% | 3.2% | 80.45 | 17.6% | 3.1% |
| 35Δ | 83.69 | 12.4% | 2.6% | 81.04 | 17.1% | 2.6% |
| 40Δ | 83.24 | 11.6% | 2.2% | 81.57 | 16.3% | 2.1% |
| 45Δ | 82.82 | 12.1% | 1.9% | 82.09 | 15.6% | 1.7% |
| 50Δ | 82.44 | 13.8% | 1.9% | 82.53 | 15.2% | 1.4% |
| 55Δ | 82.07 | 15.5% | 1.8% | 82.97 | 14.8% | 1.1% |
| 60Δ | 81.73 | 14.7% | 1.6% | 83.56 | 16.2% | 0.9% |
| 65Δ | 81.40 | 13.5% | 1.3% | 84.17 | 17.6% | 0.8% |
| 70Δ | 81.06 | 12.2% | 1.0% | 84.85 | 18.2% | 0.6% |
| 75Δ | 80.67 | 11.7% | 0.8% | 85.75 | 19.6% | 0.5% |
| 80Δ | 80.26 | 11.5% | 0.7% | 86.93 | 21.4% | 0.3% |
No recorded observations