Share price$60.74
1D-3.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:20:56.287Z
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 · 2026-10-22T20:00:03.318035328Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 68.87 | 46.6% | 14.8% | 53.83 | 55.9% | 13.2% |
| 25Δ | 67.49 | 47.1% | 13.0% | 55.63 | 52.3% | 10.8% |
| 30Δ | 66.11 | 47.5% | 11.3% | 56.86 | 50.3% | 9.3% |
| 35Δ | 64.79 | 47.9% | 9.7% | 58.10 | 48.3% | 7.8% |
| 40Δ | 63.70 | 48.3% | 8.6% | 59.34 | 46.3% | 6.3% |
| 45Δ | 62.62 | 48.7% | 7.6% | 60.47 | 45.2% | 5.2% |
| 50Δ | 61.54 | 49.1% | 6.6% | 61.49 | 45.2% | 4.5% |
| 55Δ | 60.46 | 49.5% | 5.6% | 62.50 | 45.1% | 3.9% |
| 60Δ | 59.27 | 50.6% | 4.7% | 63.52 | 45.0% | 3.2% |
| 65Δ | 58.00 | 52.0% | 4.1% | 64.54 | 44.9% | 2.5% |
| 70Δ | 56.73 | 53.5% | 3.5% | 65.94 | 46.0% | 2.0% |
| 75Δ | 55.46 | 54.9% | 2.8% | 67.68 | 47.9% | 1.5% |
| 80Δ | 53.40 | 59.7% | 2.3% | 69.41 | 49.8% | 1.1% |
No recorded observations