Share price$76.62
1D-1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:10:46.334Z
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 · 2026-10-23T15:10:44.451444421Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 86.52 | 45.8% | 14.3% | 68.03 | 56.7% | 13.2% |
| 25Δ | 84.73 | 46.9% | 12.4% | 69.74 | 58.9% | 11.7% |
| 30Δ | 82.98 | 44.8% | 10.5% | 71.50 | 55.2% | 9.8% |
| 35Δ | 81.22 | 42.8% | 8.6% | 73.27 | 50.5% | 7.9% |
| 40Δ | 79.68 | 41.0% | 7.0% | 75.02 | 45.8% | 6.0% |
| 45Δ | 78.61 | 39.5% | 6.1% | 76.25 | 45.6% | 5.2% |
| 50Δ | 77.54 | 38.0% | 5.2% | 77.48 | 45.4% | 4.5% |
| 55Δ | 76.47 | 36.5% | 4.3% | 78.71 | 45.2% | 3.7% |
| 60Δ | 75.41 | 35.1% | 3.3% | 79.93 | 45.0% | 3.0% |
| 65Δ | 74.24 | 35.1% | 2.7% | 81.31 | 44.5% | 2.5% |
| 70Δ | 73.02 | 36.1% | 2.3% | 82.70 | 44.0% | 1.9% |
| 75Δ | 71.80 | 37.1% | 1.9% | 84.09 | 43.5% | 1.4% |
| 80Δ | 70.57 | 38.1% | 1.5% | 85.71 | 43.1% | 0.9% |
No recorded observations