Share price$60.59
1D-1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:09:05.404Z
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 · 2026-10-22T20:10:05.466477447Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.73 | 25.4% | 7.6% | 54.49 | 50.6% | 11.8% |
| 25Δ | 64.10 | 26.3% | 6.9% | 55.34 | 56.1% | 11.3% |
| 30Δ | 63.16 | 24.2% | 5.5% | 56.72 | 54.7% | 9.6% |
| 35Δ | 62.44 | 22.5% | 4.5% | 57.95 | 55.0% | 8.4% |
| 40Δ | 61.83 | 20.8% | 3.7% | 59.08 | 59.3% | 7.8% |
| 45Δ | 61.32 | 18.9% | 2.9% | 60.71 | 66.0% | 7.3% |
| 50Δ | 60.85 | 17.7% | 2.4% | 63.20 | 75.5% | 6.9% |
| 55Δ | 60.47 | 17.7% | 2.1% | 65.68 | 85.1% | 6.5% |
| 60Δ | 60.09 | 17.7% | 1.8% | 68.17 | 94.7% | 6.1% |
| 65Δ | 59.66 | 18.0% | 1.5% | 71.66 | 107.5% | 5.7% |
| 70Δ | 59.22 | 18.3% | 1.3% | 79.77 | 134.9% | 5.6% |
| 75Δ | 58.68 | 19.0% | 1.1% | |||
| 80Δ | 58.06 | 19.9% | 0.9% | |||
No recorded observations