Share price$69.68
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:38:35.194Z
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 · 2026-10-23T19:38:32.866837477Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 77.50 | 41.6% | 12.4% | 62.98 | 48.1% | 11.2% |
| 25Δ | 76.24 | 42.6% | 11.1% | 64.33 | 48.8% | 9.9% |
| 30Δ | 74.98 | 43.6% | 9.8% | 65.64 | 49.0% | 8.6% |
| 35Δ | 73.68 | 42.4% | 8.4% | 66.92 | 48.6% | 7.4% |
| 40Δ | 72.41 | 41.7% | 7.0% | 68.13 | 47.9% | 6.3% |
| 45Δ | 71.42 | 44.6% | 6.5% | 69.30 | 47.1% | 5.4% |
| 50Δ | 70.43 | 47.6% | 6.0% | 70.47 | 46.7% | 4.5% |
| 55Δ | 69.38 | 47.5% | 5.2% | 71.65 | 46.9% | 3.8% |
| 60Δ | 68.28 | 45.1% | 4.2% | 72.88 | 47.3% | 3.2% |
| 65Δ | 67.20 | 43.2% | 3.3% | 74.25 | 48.1% | 2.6% |
| 70Δ | 66.14 | 42.4% | 2.7% | 75.69 | 48.5% | 2.1% |
| 75Δ | 65.07 | 41.6% | 2.1% | 77.21 | 48.5% | 1.6% |
| 80Δ | 63.79 | 41.4% | 1.6% | 79.87 | 52.7% | 1.2% |
No recorded observations