Share price$76.96
1D+3.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:21:36.014Z
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 · 2026-10-22T23:30:28.814427807Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 91.40 | 57.0% | 20.2% | 70.01 | 44.9% | 10.5% |
| 25Δ | 87.72 | 48.4% | 15.6% | 71.36 | 44.7% | 9.3% |
| 30Δ | 84.05 | 39.7% | 11.0% | 72.72 | 44.5% | 8.2% |
| 35Δ | 80.37 | 31.1% | 6.4% | 74.07 | 44.3% | 7.0% |
| 40Δ | 79.32 | 29.2% | 5.3% | 75.35 | 43.9% | 5.9% |
| 45Δ | 78.56 | 28.1% | 4.7% | 76.48 | 42.7% | 5.1% |
| 50Δ | 77.80 | 27.0% | 4.0% | 77.60 | 41.5% | 4.3% |
| 55Δ | 77.03 | 25.9% | 3.4% | 78.73 | 40.3% | 3.5% |
| 60Δ | 76.27 | 24.8% | 2.8% | 79.85 | 39.1% | 2.7% |
| 65Δ | 75.51 | 23.7% | 2.1% | 81.67 | 42.2% | 2.3% |
| 70Δ | 83.59 | 45.9% | 1.9% | |||
| 75Δ | 85.56 | 48.6% | 1.6% | |||
| 80Δ | 87.68 | 48.5% | 1.1% | |||
No recorded observations