Share price$92.94
1D-1.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:39:24.962Z
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 · 2026-10-22T16:39:18.124808175Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 99.78 | 27.3% | 8.2% | 86.02 | 35.8% | 8.6% |
| 25Δ | 98.56 | 27.3% | 7.2% | 87.55 | 35.7% | 7.4% |
| 30Δ | 97.37 | 27.4% | 6.2% | 88.84 | 35.8% | 6.5% |
| 35Δ | 96.36 | 27.2% | 5.4% | 90.12 | 35.9% | 5.6% |
| 40Δ | 95.34 | 27.1% | 4.7% | 91.32 | 36.2% | 4.9% |
| 45Δ | 94.41 | 26.9% | 4.1% | 92.52 | 36.5% | 4.2% |
| 50Δ | 93.51 | 26.8% | 3.5% | 93.76 | 37.0% | 3.6% |
| 55Δ | 92.61 | 26.7% | 3.0% | 95.00 | 37.5% | 3.1% |
| 60Δ | 91.75 | 26.2% | 2.6% | 96.55 | 39.4% | 2.7% |
| 65Δ | 90.90 | 25.7% | 2.1% | 98.45 | 42.8% | 2.3% |
| 70Δ | 90.05 | 25.2% | 1.7% | 101.29 | 48.7% | 2.1% |
| 75Δ | 89.03 | 25.1% | 1.4% | 104.74 | 54.8% | 1.8% |
| 80Δ | 88.00 | 25.1% | 1.1% | 110.83 | 65.5% | 1.5% |
No recorded observations