Share price$69.42
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:11:31.884Z
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 · 2026-10-22T23:00:00.00165705Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 79.04 | 49.0% | 15.3% | 62.44 | 50.1% | 11.7% |
| 25Δ | 76.65 | 45.7% | 12.2% | 64.25 | 46.3% | 9.5% |
| 30Δ | 74.88 | 43.9% | 10.1% | 65.70 | 44.0% | 7.9% |
| 35Δ | 73.65 | 44.0% | 8.9% | 66.91 | 42.9% | 6.7% |
| 40Δ | 72.43 | 44.2% | 7.6% | 68.05 | 42.7% | 5.7% |
| 45Δ | 71.29 | 43.4% | 6.6% | 69.11 | 43.4% | 5.0% |
| 50Δ | 70.15 | 42.6% | 5.5% | 70.20 | 44.3% | 4.3% |
| 55Δ | 69.07 | 43.1% | 4.8% | 71.45 | 46.2% | 3.8% |
| 60Δ | 67.99 | 43.7% | 4.1% | 72.70 | 47.7% | 3.2% |
| 65Δ | 66.85 | 44.3% | 3.5% | 73.93 | 46.8% | 2.6% |
| 70Δ | 65.66 | 44.8% | 2.9% | 75.15 | 45.9% | 2.0% |
| 75Δ | 64.41 | 45.0% | 2.3% | 76.31 | 43.9% | 1.4% |
| 80Δ | 63.09 | 44.6% | 1.8% | 77.47 | 42.0% | 0.9% |
No recorded observations