Share price$88.22
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:30:42.087Z
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 · 2026-10-22T20:00:00.368053233Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 97.43 | 37.9% | 11.6% | 83.25 | 27.0% | 6.5% |
| 25Δ | 92.95 | 24.6% | 6.4% | 84.72 | 24.1% | 5.0% |
| 30Δ | 91.59 | 21.8% | 4.9% | 85.55 | 24.4% | 4.4% |
| 35Δ | 90.74 | 22.0% | 4.3% | 86.31 | 26.0% | 4.0% |
| 40Δ | 90.26 | 25.1% | 4.3% | 86.97 | 29.2% | 3.9% |
| 45Δ | 89.57 | 26.0% | 3.9% | 87.89 | 27.9% | 3.2% |
| 50Δ | 88.72 | 24.3% | 3.2% | 88.82 | 29.9% | 2.9% |
| 55Δ | 87.96 | 23.0% | 2.6% | 89.69 | 29.0% | 2.3% |
| 60Δ | 87.22 | 23.3% | 2.3% | 90.48 | 27.2% | 1.8% |
| 65Δ | 86.15 | 27.2% | 2.2% | 91.57 | 28.3% | 1.5% |
| 70Δ | 85.65 | 24.8% | 1.8% | 93.07 | 31.5% | 1.3% |
| 75Δ | 85.25 | 21.3% | 1.3% | 93.84 | 29.1% | 0.9% |
| 80Δ | 83.90 | 23.4% | 1.1% | 95.43 | 30.3% | 0.6% |
No recorded observations