Share price$77.50
1D-2.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:43.499Z
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 · 2026-10-22T23:00:06.740748945Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 97.64 | 83.7% | 28.4% | 65.85 | 80.5% | 17.9% |
| 25Δ | 94.13 | 85.1% | 24.7% | 68.33 | 81.0% | 15.7% |
| 30Δ | 90.89 | 85.6% | 21.4% | 70.75 | 81.6% | 13.7% |
| 35Δ | 87.60 | 83.1% | 17.9% | 73.02 | 82.3% | 12.1% |
| 40Δ | 84.51 | 80.7% | 14.8% | 75.30 | 82.8% | 10.5% |
| 45Δ | 82.24 | 82.4% | 13.1% | 77.54 | 81.8% | 9.1% |
| 50Δ | 79.96 | 84.1% | 11.4% | 79.78 | 80.8% | 7.6% |
| 55Δ | 77.63 | 83.4% | 9.7% | 82.08 | 80.1% | 6.5% |
| 60Δ | 75.31 | 82.6% | 8.0% | 84.39 | 79.5% | 5.3% |
| 65Δ | 72.83 | 85.4% | 6.8% | 87.30 | 81.2% | 4.4% |
| 70Δ | 70.33 | 88.7% | 5.8% | 90.40 | 83.2% | 3.6% |
| 75Δ | 67.86 | 87.1% | 4.5% | 93.28 | 81.4% | 2.7% |
| 80Δ | 65.40 | 84.9% | 3.3% | 96.61 | 80.3% | 1.9% |
No recorded observations