Share price$63.38
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:20:07.599Z
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 · 2026-10-22T23:00:00.002144124Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.74 | 77.7% | 26.4% | 56.71 | 51.8% | 12.5% |
| 25Δ | 74.84 | 69.5% | 20.7% | 57.98 | 53.7% | 11.2% |
| 30Δ | 70.94 | 61.3% | 14.9% | 59.25 | 55.7% | 9.9% |
| 35Δ | 68.46 | 52.4% | 11.1% | 60.50 | 56.1% | 8.6% |
| 40Δ | 66.45 | 43.3% | 8.0% | 61.72 | 54.3% | 7.5% |
| 45Δ | 64.74 | 37.0% | 5.5% | 62.93 | 52.6% | 6.3% |
| 50Δ | 63.84 | 37.7% | 5.0% | 64.15 | 50.8% | 5.1% |
| 55Δ | 62.94 | 38.4% | 4.4% | 65.39 | 49.7% | 4.1% |
| 60Δ | 62.04 | 39.1% | 3.8% | 66.72 | 50.1% | 3.5% |
| 65Δ | 61.14 | 39.8% | 3.2% | 68.04 | 50.6% | 2.9% |
| 70Δ | 60.24 | 40.5% | 2.6% | 69.36 | 51.0% | 2.2% |
| 75Δ | 58.95 | 41.4% | 2.2% | 70.71 | 50.0% | 1.7% |
| 80Δ | 57.53 | 42.5% | 1.7% | 72.08 | 47.5% | 1.2% |
No recorded observations