Share price$61.09
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:32.036Z
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 · 2026-10-22T23:00:00.002697012Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 60.61 | 10.0% | 1.8% | |||
| 25Δ | 61.03 | 12.2% | 1.8% | |||
| 30Δ | 61.45 | 14.5% | 1.7% | |||
| 35Δ | 61.88 | 16.7% | 1.6% | |||
| 40Δ | 62.30 | 18.9% | 1.6% | |||
| 45Δ | 62.72 | 21.1% | 1.5% | |||
| 50Δ | 63.14 | 23.3% | 1.5% | |||
| 55Δ | 63.56 | 25.6% | 1.4% | |||
| 60Δ | 63.98 | 27.8% | 1.4% | |||
| 65Δ | 58.87 | 37.6% | 2.9% | 64.41 | 30.0% | 1.3% |
| 70Δ | 57.60 | 41.4% | 2.6% | 64.83 | 32.2% | 1.2% |
| 75Δ | 56.34 | 45.1% | 2.2% | |||
| 80Δ | 55.07 | 48.8% | 1.9% | |||
No recorded observations