Share price$76.57
1D-1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:46:49.767Z
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 · 2026-10-23T16:46:49.397652865Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 88.44 | 49.8% | 17.0% | 61.26 | 92.9% | 22.4% |
| 25Δ | 84.71 | 47.1% | 12.5% | 68.63 | 64.7% | 13.1% |
| 30Δ | 82.95 | 45.1% | 10.6% | 71.46 | 54.7% | 9.7% |
| 35Δ | 81.19 | 43.0% | 8.7% | 73.26 | 49.0% | 7.7% |
| 40Δ | 79.64 | 41.5% | 7.1% | 75.04 | 43.4% | 5.7% |
| 45Δ | 78.53 | 40.8% | 6.2% | 76.24 | 43.7% | 5.0% |
| 50Δ | 77.41 | 40.1% | 5.3% | 77.45 | 44.0% | 4.3% |
| 55Δ | 76.30 | 39.4% | 4.5% | 78.65 | 44.3% | 3.7% |
| 60Δ | 75.19 | 38.7% | 3.6% | 79.86 | 44.5% | 3.0% |
| 65Δ | 73.99 | 38.9% | 3.0% | 81.31 | 44.7% | 2.5% |
| 70Δ | 72.76 | 39.3% | 2.6% | 82.80 | 44.8% | 1.9% |
| 75Δ | 71.54 | 39.7% | 2.1% | 84.29 | 44.9% | 1.4% |
| 80Δ | 70.32 | 40.0% | 1.6% | 86.22 | 45.2% | 1.0% |
No recorded observations