Share price$97.42
1D+1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:40:44.759Z
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 · 2026-10-23T19:29:43.284135928Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 112.51 | 64.2% | 17.9% | 88.63 | 58.5% | 11.6% |
| 30Δ | 107.09 | 52.8% | 12.5% | 91.38 | 52.0% | 9.2% |
| 35Δ | 103.80 | 47.1% | 9.4% | 93.41 | 49.2% | 7.6% |
| 40Δ | 101.84 | 45.1% | 7.9% | 95.39 | 47.2% | 6.2% |
| 45Δ | 99.91 | 43.1% | 6.3% | 97.17 | 47.9% | 5.5% |
| 50Δ | 98.52 | 41.6% | 5.4% | 98.96 | 48.6% | 4.8% |
| 55Δ | 97.12 | 40.1% | 4.5% | 100.74 | 49.3% | 4.2% |
| 60Δ | 95.73 | 38.5% | 3.6% | 102.53 | 50.1% | 3.5% |
| 65Δ | 94.22 | 38.3% | 3.0% | 104.31 | 50.8% | 2.8% |
| 70Δ | 92.59 | 39.6% | 2.5% | 106.34 | 50.8% | 2.2% |
| 75Δ | 90.96 | 40.9% | 2.1% | 108.50 | 50.3% | 1.6% |
| 80Δ | 89.20 | 41.3% | 1.7% | 111.22 | 50.8% | 1.1% |
No recorded observations