Share price$73.94
1D-0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:01:45.127Z
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 · 2026-10-23T16:01:02.083014551Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.44 | 46.0% | 14.3% | 63.30 | 74.2% | 16.8% |
| 25Δ | 81.88 | 47.2% | 12.6% | 66.72 | 62.7% | 12.5% |
| 30Δ | 80.32 | 48.4% | 11.0% | 69.13 | 54.8% | 9.6% |
| 35Δ | 78.92 | 48.8% | 9.8% | 70.87 | 52.2% | 7.9% |
| 40Δ | 77.57 | 49.1% | 8.6% | 72.24 | 52.5% | 7.0% |
| 45Δ | 76.22 | 49.4% | 7.4% | 73.61 | 52.9% | 6.0% |
| 50Δ | 74.87 | 49.6% | 6.3% | 74.97 | 53.2% | 5.1% |
| 55Δ | 73.64 | 48.7% | 5.5% | 76.47 | 53.4% | 4.4% |
| 60Δ | 72.40 | 47.8% | 4.6% | 77.97 | 53.6% | 3.7% |
| 65Δ | 71.17 | 46.9% | 3.7% | 79.47 | 53.7% | 2.9% |
| 70Δ | 69.91 | 46.1% | 2.9% | 81.40 | 54.7% | 2.4% |
| 75Δ | 68.34 | 46.6% | 2.4% | 83.56 | 56.2% | 1.8% |
| 80Δ | 66.77 | 47.1% | 1.9% | 85.85 | 56.8% | 1.3% |
No recorded observations