Share price$87.00
1D-1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:52:04.140Z
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 · 2026-10-22T23:07:13.452745523Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 106.02 | 72.8% | 23.9% | 73.08 | 87.1% | 19.1% |
| 25Δ | 102.12 | 71.3% | 20.1% | 76.15 | 86.9% | 16.6% |
| 30Δ | 98.88 | 70.5% | 17.1% | 79.27 | 83.1% | 14.0% |
| 35Δ | 96.07 | 69.9% | 14.6% | 81.97 | 81.6% | 12.0% |
| 40Δ | 93.58 | 69.8% | 12.6% | 84.53 | 80.9% | 10.3% |
| 45Δ | 91.27 | 70.1% | 10.9% | 87.23 | 83.8% | 9.2% |
| 50Δ | 89.02 | 69.8% | 9.3% | 89.97 | 87.5% | 8.2% |
| 55Δ | 86.85 | 68.5% | 7.8% | 92.75 | 86.7% | 6.9% |
| 60Δ | 84.65 | 67.8% | 6.4% | 95.66 | 86.4% | 5.7% |
| 65Δ | 82.36 | 70.1% | 5.5% | 99.10 | 88.1% | 4.8% |
| 70Δ | 80.07 | 72.3% | 4.6% | 102.83 | 89.0% | 3.9% |
| 75Δ | 77.95 | 69.5% | 3.6% | 107.63 | 92.0% | 3.0% |
| 80Δ | 75.83 | 66.6% | 2.6% | 115.55 | 101.1% | 2.4% |
No recorded observations