Share price$61.78
1D+0.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T04:23:59.847Z
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 · 2026-10-24T00:00:05.437787523Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:24:00.002454+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 67.23 | 31.1% | 9.7% | 55.12 | 56.3% | 12.6% |
| 25Δ | 64.92 | 24.2% | 6.0% | 56.22 | 60.2% | 11.6% |
| 30Δ | 64.08 | 22.3% | 4.8% | 57.80 | 57.3% | 9.7% |
| 35Δ | 63.53 | 21.9% | 4.2% | 58.93 | 61.0% | 8.9% |
| 40Δ | 63.00 | 21.6% | 3.6% | 60.18 | 65.8% | 8.3% |
| 45Δ | 62.52 | 20.3% | 3.0% | 62.27 | 74.5% | 7.8% |
| 50Δ | 62.05 | 19.1% | 2.4% | 65.41 | 86.9% | 7.4% |
| 55Δ | 61.65 | 18.7% | 2.1% | 68.54 | 99.2% | 7.1% |
| 60Δ | 61.26 | 18.4% | 1.8% | 71.68 | 111.6% | 6.7% |
| 65Δ | 60.87 | 18.1% | 1.5% | 74.81 | 124.0% | 6.3% |
| 70Δ | 60.47 | 17.7% | 1.2% | |||
| 75Δ | 60.08 | 17.4% | 1.0% | |||
| 80Δ | 59.71 | 16.5% | 0.8% | |||
No recorded observations