Share price$63.65
1D+1.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:38:49.336Z
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 · 2026-10-22T16:38:44.800079765Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 93.26 | 118.0% | 49.5% | |||
| 25Δ | 85.17 | 99.7% | 37.1% | 55.92 | 82.5% | 16.0% |
| 30Δ | 77.07 | 81.4% | 24.7% | 58.71 | 66.3% | 11.6% |
| 35Δ | 69.73 | 64.1% | 13.4% | 60.60 | 56.2% | 8.8% |
| 40Δ | 67.65 | 54.0% | 10.1% | 61.70 | 51.2% | 7.3% |
| 45Δ | 65.56 | 43.8% | 6.9% | 62.80 | 46.2% | 5.9% |
| 50Δ | 64.05 | 42.6% | 5.6% | 63.91 | 41.1% | 4.4% |
| 55Δ | 62.74 | 44.6% | 5.0% | 65.02 | 36.2% | 2.9% |
| 60Δ | 61.43 | 46.6% | 4.4% | 66.92 | 37.7% | 2.6% |
| 65Δ | 60.12 | 48.6% | 3.9% | 68.83 | 39.3% | 2.2% |
| 70Δ | 58.81 | 50.6% | 3.3% | 70.73 | 40.8% | 1.8% |
| 75Δ | 57.50 | 52.6% | 2.7% | 72.63 | 42.4% | 1.4% |
| 80Δ | 56.19 | 54.6% | 2.2% | 74.54 | 43.9% | 1.0% |
No recorded observations