Share price$77.78
1D+4.0%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T04:47:37.235Z
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 | 88.82 | 50.0% | 15.7% | 68.25 | 62.7% | 14.3% |
| 25Δ | 86.67 | 49.7% | 13.4% | 70.79 | 59.4% | 11.8% |
| 30Δ | 84.67 | 49.5% | 11.3% | 72.42 | 61.9% | 10.7% |
| 35Δ | 83.16 | 49.7% | 10.0% | 74.04 | 64.5% | 9.6% |
| 40Δ | 81.66 | 49.8% | 8.7% | 75.69 | 65.0% | 8.4% |
| 45Δ | 80.16 | 49.9% | 7.4% | 77.37 | 62.8% | 7.1% |
| 50Δ | 78.82 | 49.1% | 6.4% | 79.05 | 60.5% | 5.8% |
| 55Δ | 77.50 | 48.2% | 5.4% | 80.70 | 58.8% | 4.8% |
| 60Δ | 76.18 | 47.3% | 4.5% | 82.32 | 57.7% | 4.0% |
| 65Δ | 74.82 | 46.7% | 3.6% | 83.94 | 56.7% | 3.1% |
| 70Δ | 73.14 | 48.7% | 3.1% | 85.87 | 56.7% | 2.4% |
| 75Δ | 71.46 | 50.7% | 2.5% | 88.42 | 58.8% | 1.9% |
| 80Δ | 69.69 | 52.6% | 2.0% | 91.43 | 61.2% | 1.4% |
No recorded observations