Share price$70.58
1D+1.0%
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Market dataready · fetched 2026-10-25T18:25:47.766Z
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 · 2026-10-23T20:00:04.737520313Z
FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-25T18:25:47.347536+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.25 | 41.5% | 12.1% | 64.57 | 43.5% | 9.9% |
| 25Δ | 76.80 | 41.5% | 10.4% | 65.85 | 43.4% | 8.6% |
| 30Δ | 75.39 | 40.5% | 8.8% | 67.02 | 43.5% | 7.4% |
| 35Δ | 74.27 | 40.9% | 7.7% | 68.12 | 43.5% | 6.4% |
| 40Δ | 73.27 | 41.9% | 6.8% | 69.18 | 43.3% | 5.5% |
| 45Δ | 72.27 | 42.7% | 6.0% | 70.23 | 43.2% | 4.7% |
| 50Δ | 71.24 | 43.0% | 5.3% | 71.27 | 43.4% | 4.1% |
| 55Δ | 70.22 | 43.4% | 4.5% | 72.32 | 43.7% | 3.4% |
| 60Δ | 69.19 | 43.3% | 3.8% | 73.30 | 42.5% | 2.8% |
| 65Δ | 68.15 | 43.1% | 3.2% | 74.28 | 41.1% | 2.2% |
| 70Δ | 66.94 | 44.2% | 2.6% | 75.38 | 40.4% | 1.6% |
| 75Δ | 65.45 | 47.5% | 2.3% | 76.84 | 41.7% | 1.3% |
| 80Δ | 64.09 | 47.4% | 1.8% | 78.51 | 42.8% | 0.9% |
| Date | IV |
|---|---|
| 47.62% |