Share price$60.66
1D+0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:37.538Z
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 · 2026-10-22T20:10:00.00198848Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.82 | 53.2% | 16.7% | 53.56 | 59.7% | 13.7% |
| 25Δ | 66.80 | 44.8% | 11.9% | 55.22 | 58.0% | 11.6% |
| 30Δ | 65.41 | 43.7% | 10.0% | 56.64 | 57.2% | 10.0% |
| 35Δ | 64.43 | 45.2% | 9.0% | 57.95 | 56.8% | 8.6% |
| 40Δ | 63.38 | 45.3% | 7.9% | 59.22 | 54.5% | 7.2% |
| 45Δ | 62.30 | 44.3% | 6.7% | 60.39 | 54.4% | 6.2% |
| 50Δ | 61.34 | 45.0% | 5.8% | 61.55 | 53.8% | 5.2% |
| 55Δ | 60.38 | 44.3% | 4.9% | 62.74 | 53.8% | 4.4% |
| 60Δ | 59.44 | 43.3% | 4.1% | 63.93 | 53.3% | 3.6% |
| 65Δ | 58.50 | 43.0% | 3.4% | 65.29 | 54.0% | 3.0% |
| 70Δ | 57.52 | 42.9% | 2.8% | 66.39 | 52.1% | 2.3% |
| 75Δ | 56.45 | 43.3% | 2.2% | 67.62 | 50.0% | 1.6% |
| 80Δ | 54.10 | 54.5% | 2.1% | 70.42 | 56.0% | 1.3% |
No recorded observations