Share price$60.66
1D-0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:43:28.393Z
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 · 2026-10-23T16:43:25.383517147Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 72.85 | 65.7% | 21.9% | 55.81 | 38.9% | 9.3% |
| 25Δ | 67.67 | 46.7% | 13.2% | 56.90 | 38.2% | 7.9% |
| 30Δ | 64.58 | 37.1% | 8.3% | 57.88 | 37.9% | 6.7% |
| 35Δ | 63.72 | 37.6% | 7.4% | 58.72 | 37.9% | 5.9% |
| 40Δ | 62.85 | 38.0% | 6.5% | 59.56 | 37.9% | 5.0% |
| 45Δ | 62.02 | 38.1% | 5.6% | 60.37 | 37.7% | 4.3% |
| 50Δ | 61.20 | 37.9% | 4.9% | 61.16 | 37.3% | 3.7% |
| 55Δ | 60.39 | 37.8% | 4.1% | 61.95 | 36.9% | 3.0% |
| 60Δ | 59.54 | 37.9% | 3.5% | 62.76 | 36.6% | 2.4% |
| 65Δ | 58.68 | 38.4% | 3.0% | 63.63 | 36.4% | 2.0% |
| 70Δ | 57.81 | 38.9% | 2.5% | 64.49 | 36.2% | 1.5% |
| 75Δ | 56.98 | 37.9% | 2.0% | 66.59 | 43.8% | 1.4% |
| 80Δ | 56.17 | 36.1% | 1.5% | 69.47 | 52.1% | 1.2% |
No recorded observations