Share price$60.77
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:33:10.458Z
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 · 2026-10-22T21:16:50.185011603Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 68.05 | 42.8% | 13.3% | 56.56 | 32.0% | 8.0% |
| 25Δ | 65.77 | 36.9% | 9.7% | 57.62 | 31.0% | 6.6% |
| 30Δ | 63.61 | 26.7% | 6.1% | 58.49 | 30.3% | 5.5% |
| 35Δ | 62.89 | 26.3% | 5.2% | 59.22 | 29.7% | 4.6% |
| 40Δ | 62.33 | 27.1% | 4.7% | 59.89 | 29.4% | 3.9% |
| 45Δ | 61.76 | 29.0% | 4.3% | 60.53 | 29.0% | 3.3% |
| 50Δ | 61.18 | 32.5% | 4.2% | 61.14 | 28.2% | 2.7% |
| 55Δ | 60.52 | 33.1% | 3.7% | 61.68 | 26.5% | 2.1% |
| 60Δ | 59.79 | 33.0% | 3.1% | 62.32 | 26.4% | 1.7% |
| 65Δ | 59.02 | 34.1% | 2.7% | 63.07 | 28.4% | 1.5% |
| 70Δ | 58.14 | 35.3% | 2.3% | 63.85 | 29.0% | 1.2% |
| 75Δ | 57.21 | 35.1% | 1.9% | 64.28 | 26.9% | 0.8% |
| 80Δ | 56.27 | 34.8% | 1.5% | 64.64 | 24.1% | 0.5% |
No recorded observations