Share price$77.78
1D+4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:24:41.558Z
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 · 2026-10-22T23:00:00.002822758Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 88.83 | 49.6% | 15.7% | 68.26 | 61.6% | 14.3% |
| 25Δ | 86.68 | 49.1% | 13.4% | 70.79 | 58.4% | 11.8% |
| 30Δ | 84.67 | 48.7% | 11.3% | 72.42 | 60.9% | 10.7% |
| 35Δ | 83.17 | 48.8% | 10.0% | 74.05 | 63.4% | 9.6% |
| 40Δ | 81.66 | 48.9% | 8.7% | 75.70 | 63.9% | 8.4% |
| 45Δ | 80.16 | 49.0% | 7.4% | 77.38 | 61.7% | 7.1% |
| 50Δ | 78.82 | 48.2% | 6.4% | 79.06 | 59.5% | 5.8% |
| 55Δ | 77.50 | 47.3% | 5.4% | 80.71 | 57.8% | 4.8% |
| 60Δ | 76.18 | 46.4% | 4.5% | 82.33 | 56.8% | 3.9% |
| 65Δ | 74.83 | 45.8% | 3.6% | 83.95 | 55.7% | 3.1% |
| 70Δ | 73.15 | 47.8% | 3.1% | 85.90 | 55.8% | 2.4% |
| 75Δ | 71.48 | 49.7% | 2.5% | 88.45 | 57.9% | 1.9% |
| 80Δ | 69.72 | 51.6% | 2.0% | 91.50 | 60.3% | 1.4% |
No recorded observations