Share price$88.28
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:18:13.236Z
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 · 2026-10-22T20:10:00.003890174Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 97.91 | 39.6% | 12.1% | 79.38 | 49.8% | 11.8% |
| 25Δ | 94.51 | 32.3% | 8.4% | 82.59 | 39.9% | 8.2% |
| 30Δ | 93.60 | 34.7% | 7.9% | 84.13 | 38.1% | 6.9% |
| 35Δ | 92.69 | 37.2% | 7.4% | 85.51 | 37.6% | 5.8% |
| 40Δ | 91.55 | 38.4% | 6.6% | 86.67 | 39.1% | 5.2% |
| 45Δ | 90.34 | 39.3% | 5.9% | 87.86 | 39.9% | 4.6% |
| 50Δ | 89.13 | 38.3% | 5.0% | 89.09 | 39.3% | 3.9% |
| 55Δ | 87.92 | 36.6% | 4.1% | 90.30 | 38.6% | 3.2% |
| 60Δ | 86.70 | 36.5% | 3.4% | 91.46 | 37.5% | 2.6% |
| 65Δ | 85.48 | 37.3% | 2.9% | 92.64 | 36.5% | 2.0% |
| 70Δ | 84.28 | 37.1% | 2.4% | 94.00 | 36.5% | 1.5% |
| 75Δ | 83.09 | 36.1% | 1.9% | 95.47 | 36.5% | 1.1% |
| 80Δ | 81.57 | 36.5% | 1.5% | 97.23 | 37.0% | 0.8% |
No recorded observations