Share price$69.61
1D+1.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:50:56.089Z
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 · 2026-10-22T14:50:51.885307757Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 77.94 | 34.5% | 12.8% | 60.90 | 60.0% | 14.4% |
| 25Δ | 76.53 | 30.8% | 10.9% | 64.04 | 48.6% | 10.1% |
| 30Δ | 75.12 | 27.1% | 9.0% | 66.02 | 41.5% | 7.5% |
| 35Δ | 73.71 | 23.3% | 7.0% | 67.48 | 36.2% | 5.6% |
| 40Δ | 72.30 | 19.6% | 5.1% | 68.39 | 36.4% | 4.9% |
| 45Δ | 70.89 | 15.9% | 3.2% | 69.30 | 36.7% | 4.2% |
| 50Δ | 69.87 | 13.4% | 1.9% | 70.23 | 37.1% | 3.6% |
| 55Δ | 69.52 | 13.1% | 1.6% | 71.25 | 38.1% | 3.1% |
| 60Δ | 69.17 | 12.7% | 1.4% | 72.27 | 39.1% | 2.6% |
| 65Δ | 68.82 | 12.4% | 1.2% | 74.45 | 45.0% | 2.4% |
| 70Δ | 68.47 | 12.1% | 0.9% | 76.98 | 52.3% | 2.1% |
| 75Δ | 68.12 | 11.8% | 0.7% | 79.50 | 59.5% | 1.9% |
| 80Δ | 67.77 | 11.4% | 0.5% | |||
No recorded observations