Share price$69.06
1D-0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:29:28.706Z
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 · 2026-10-22T18:29:22.12218322Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.86 | 50.0% | 15.7% | 62.46 | 47.4% | 11.2% |
| 25Δ | 76.48 | 46.9% | 12.6% | 63.97 | 45.7% | 9.4% |
| 30Δ | 74.73 | 45.6% | 10.5% | 65.37 | 44.1% | 7.9% |
| 35Δ | 73.49 | 46.2% | 9.3% | 66.58 | 42.1% | 6.6% |
| 40Δ | 72.25 | 46.5% | 8.1% | 67.74 | 40.6% | 5.4% |
| 45Δ | 71.01 | 44.9% | 6.8% | 68.75 | 41.1% | 4.7% |
| 50Δ | 69.74 | 43.8% | 5.7% | 69.76 | 41.6% | 4.1% |
| 55Δ | 68.35 | 45.1% | 5.1% | 71.02 | 44.4% | 3.6% |
| 60Δ | 66.96 | 46.4% | 4.5% | 72.36 | 47.9% | 3.2% |
| 65Δ | 65.57 | 47.7% | 3.9% | 73.45 | 46.3% | 2.6% |
| 70Δ | 64.18 | 49.0% | 3.3% | 74.50 | 44.1% | 1.9% |
| 75Δ | 62.79 | 50.3% | 2.7% | 75.50 | 41.6% | 1.4% |
| 80Δ | 61.40 | 51.6% | 2.1% | 76.46 | 38.9% | 0.9% |
No recorded observations