Share price$96.29
1D-1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:24:16.403Z
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 · 2026-10-22T20:00:01.985005727Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 123.97 | 91.1% | 31.3% | 83.39 | 69.7% | 15.8% |
| 25Δ | 113.35 | 71.6% | 20.4% | 87.66 | 57.0% | 11.5% |
| 30Δ | 107.83 | 61.2% | 14.9% | 90.75 | 47.9% | 8.5% |
| 35Δ | 103.71 | 53.3% | 10.9% | 92.49 | 45.8% | 7.2% |
| 40Δ | 101.05 | 48.1% | 8.5% | 94.24 | 43.8% | 5.9% |
| 45Δ | 99.04 | 45.9% | 7.0% | 95.86 | 43.0% | 5.0% |
| 50Δ | 97.45 | 45.7% | 6.0% | 97.37 | 43.3% | 4.3% |
| 55Δ | 95.85 | 45.5% | 5.1% | 98.88 | 43.5% | 3.6% |
| 60Δ | 94.24 | 45.5% | 4.3% | 100.45 | 43.7% | 3.0% |
| 65Δ | 92.59 | 45.7% | 3.6% | 102.22 | 43.9% | 2.4% |
| 70Δ | 90.94 | 46.0% | 3.0% | 103.98 | 44.0% | 1.9% |
| 75Δ | 89.09 | 46.4% | 2.4% | 105.98 | 44.1% | 1.4% |
| 80Δ | 86.97 | 47.0% | 1.9% | 108.30 | 44.2% | 1.0% |
No recorded observations