Share price$64.07
1D+2.3%
Sold putSold callAH
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 2026-10-22T20:53:10.165Z
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 · 2026-10-22T20:10:00.002855629Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.73 | 95.5% | 33.3% | 54.27 | 82.3% | 18.2% |
| 25Δ | 75.22 | 71.6% | 20.1% | 57.36 | 67.0% | 13.5% |
| 30Δ | 71.42 | 59.5% | 14.4% | 60.05 | 53.9% | 9.4% |
| 35Δ | 69.02 | 51.4% | 10.8% | 61.16 | 50.2% | 8.1% |
| 40Δ | 67.44 | 45.6% | 8.5% | 62.28 | 46.5% | 6.7% |
| 45Δ | 65.85 | 39.7% | 6.3% | 63.40 | 42.8% | 5.3% |
| 50Δ | 64.59 | 36.6% | 4.8% | 64.52 | 39.1% | 4.0% |
| 55Δ | 63.71 | 36.7% | 4.2% | 65.56 | 37.6% | 3.1% |
| 60Δ | 62.83 | 36.8% | 3.7% | 66.55 | 37.6% | 2.6% |
| 65Δ | 61.95 | 36.9% | 3.1% | 67.54 | 37.5% | 2.2% |
| 70Δ | 61.07 | 37.0% | 2.5% | 68.52 | 37.5% | 1.7% |
| 75Δ | 60.19 | 37.1% | 2.0% | 69.51 | 37.5% | 1.2% |
| 80Δ | 58.60 | 39.4% | 1.6% | 71.04 | 38.3% | 0.8% |
No recorded observations