Share price$60.81
1D-0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:36:26.632Z
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 · 2026-10-22T16:35:45.937441664Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 68.08 | 42.5% | 13.2% | 56.42 | 33.7% | 8.4% |
| 25Δ | 65.68 | 35.9% | 9.4% | 57.37 | 33.8% | 7.2% |
| 30Δ | 64.47 | 32.3% | 7.6% | 58.23 | 35.0% | 6.3% |
| 35Δ | 63.56 | 33.8% | 6.7% | 58.88 | 38.1% | 5.9% |
| 40Δ | 62.59 | 28.8% | 5.1% | 59.97 | 28.0% | 3.7% |
| 45Δ | 61.69 | 27.1% | 4.0% | 60.58 | 27.3% | 3.1% |
| 50Δ | 61.19 | 31.6% | 4.0% | 61.17 | 26.9% | 2.6% |
| 55Δ | 60.56 | 33.0% | 3.7% | 61.73 | 26.2% | 2.1% |
| 60Δ | 59.84 | 32.9% | 3.1% | 62.35 | 26.3% | 1.7% |
| 65Δ | 59.07 | 33.6% | 2.7% | 63.01 | 27.1% | 1.4% |
| 70Δ | 58.22 | 34.7% | 2.3% | 63.54 | 25.8% | 1.1% |
| 75Δ | 57.23 | 35.2% | 1.9% | 64.06 | 24.5% | 0.8% |
| 80Δ | 56.20 | 35.6% | 1.5% | 64.59 | 23.1% | 0.4% |
No recorded observations