Share price$97.44
1D+2.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:43:25.453Z
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 · 2026-10-23T17:38:02.138734052Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 104.01 | 24.7% | 7.5% | 90.94 | 31.8% | 7.7% |
| 25Δ | 102.91 | 24.7% | 6.7% | 92.23 | 31.9% | 6.8% |
| 30Δ | 101.80 | 24.6% | 5.8% | 93.51 | 31.9% | 5.9% |
| 35Δ | 100.69 | 24.6% | 4.9% | 94.80 | 31.9% | 4.9% |
| 40Δ | 99.68 | 24.6% | 4.2% | 95.91 | 31.6% | 4.3% |
| 45Δ | 98.82 | 24.6% | 3.8% | 96.98 | 31.3% | 3.7% |
| 50Δ | 97.97 | 24.6% | 3.3% | 98.04 | 30.9% | 3.1% |
| 55Δ | 97.11 | 24.6% | 2.9% | 99.11 | 30.6% | 2.5% |
| 60Δ | 96.26 | 24.6% | 2.5% | 100.23 | 30.4% | 2.0% |
| 65Δ | 95.40 | 24.6% | 2.0% | 101.61 | 31.0% | 1.6% |
| 70Δ | 94.36 | 24.8% | 1.7% | 102.99 | 31.7% | 1.3% |
| 75Δ | 93.14 | 25.3% | 1.4% | 104.36 | 32.3% | 1.0% |
| 80Δ | 91.92 | 25.7% | 1.1% | 106.98 | 35.7% | 0.7% |
No recorded observations