Share price$60.68
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:58:58.648Z
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 · 2026-10-22T22:30:00.004164456Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 68.00 | 43.1% | 13.3% | 56.51 | 31.7% | 7.9% |
| 25Δ | 65.95 | 38.8% | 10.2% | 57.55 | 30.7% | 6.5% |
| 30Δ | 63.56 | 27.1% | 6.1% | 58.43 | 29.9% | 5.4% |
| 35Δ | 62.85 | 26.8% | 5.3% | 59.16 | 29.2% | 4.5% |
| 40Δ | 62.27 | 27.7% | 4.8% | 59.82 | 28.9% | 3.9% |
| 45Δ | 61.70 | 30.0% | 4.4% | 60.44 | 28.4% | 3.3% |
| 50Δ | 61.12 | 33.5% | 4.3% | 61.05 | 27.8% | 2.7% |
| 55Δ | 60.42 | 33.8% | 3.8% | 61.57 | 26.1% | 2.1% |
| 60Δ | 59.67 | 34.0% | 3.2% | 62.14 | 25.1% | 1.6% |
| 65Δ | 58.87 | 35.2% | 2.8% | 62.88 | 27.1% | 1.4% |
| 70Δ | 57.97 | 36.5% | 2.4% | 63.63 | 27.8% | 1.1% |
| 75Δ | 56.99 | 36.4% | 2.0% | 64.16 | 26.5% | 0.8% |
| 80Δ | 56.01 | 36.4% | 1.5% | 64.47 | 23.8% | 0.5% |
No recorded observations