Share price$72.94
1D-1.1%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T17:34:25.237Z
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 · 2026-10-22T17:33:36.079558367Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 77.35 | 22.4% | 6.7% | 68.61 | 28.0% | 6.9% |
| 25Δ | 75.89 | 18.5% | 4.8% | 69.78 | 26.3% | 5.5% |
| 30Δ | 75.32 | 18.6% | 4.2% | 70.52 | 27.4% | 4.9% |
| 35Δ | 74.75 | 18.2% | 3.7% | 71.19 | 29.1% | 4.5% |
| 40Δ | 74.18 | 17.3% | 3.1% | 71.86 | 30.9% | 4.1% |
| 45Δ | 73.70 | 17.1% | 2.6% | 72.65 | 32.4% | 3.7% |
| 50Δ | 73.25 | 17.2% | 2.3% | 73.46 | 32.3% | 3.1% |
| 55Δ | 72.77 | 18.0% | 2.1% | 74.45 | 34.4% | 2.8% |
| 60Δ | 72.23 | 19.6% | 1.9% | 75.51 | 36.8% | 2.5% |
| 65Δ | 71.74 | 19.8% | 1.7% | 76.81 | 39.0% | 2.1% |
| 70Δ | 71.27 | 18.8% | 1.4% | 78.81 | 43.4% | 1.8% |
| 75Δ | 70.87 | 17.6% | 1.1% | 80.83 | 47.4% | 1.5% |
| 80Δ | 70.56 | 15.9% | 0.9% | |||
No recorded observations