Share price$72.48
1D-1.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:36:31.946Z
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 · 2026-10-22T16:32:15.626821442Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 77.06 | 23.6% | 7.0% | 68.52 | 26.0% | 6.3% |
| 25Δ | 75.43 | 18.5% | 4.8% | 69.42 | 25.6% | 5.4% |
| 30Δ | 74.80 | 18.1% | 4.1% | 70.20 | 25.3% | 4.6% |
| 35Δ | 74.16 | 17.0% | 3.4% | 70.97 | 24.4% | 3.8% |
| 40Δ | 73.69 | 17.8% | 3.1% | 71.57 | 26.9% | 3.6% |
| 45Δ | 73.27 | 19.2% | 2.9% | 72.21 | 29.1% | 3.3% |
| 50Δ | 72.81 | 20.8% | 2.7% | 72.97 | 30.3% | 2.9% |
| 55Δ | 72.24 | 22.9% | 2.6% | 73.69 | 28.9% | 2.3% |
| 60Δ | 71.66 | 23.4% | 2.3% | 75.02 | 36.5% | 2.4% |
| 65Δ | 71.08 | 22.7% | 1.9% | 75.81 | 34.3% | 1.8% |
| 70Δ | 70.57 | 21.5% | 1.5% | 77.02 | 35.6% | 1.5% |
| 75Δ | 70.08 | 20.2% | 1.2% | 79.33 | 42.1% | 1.3% |
| 80Δ | 69.60 | 19.0% | 0.9% | 84.57 | 58.1% | 1.3% |
No recorded observations