Share price$93.90
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:25.370Z
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 · 2026-10-22T23:00:00.002369989Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 106.66 | 38.8% | 14.6% | 87.06 | 35.1% | 8.4% |
| 25Δ | 99.44 | 26.8% | 7.0% | 88.48 | 35.3% | 7.4% |
| 30Δ | 98.37 | 27.1% | 6.2% | 89.79 | 35.7% | 6.4% |
| 35Δ | 97.32 | 27.3% | 5.4% | 91.03 | 36.2% | 5.6% |
| 40Δ | 96.35 | 26.9% | 4.7% | 92.25 | 36.6% | 4.9% |
| 45Δ | 95.38 | 26.6% | 4.0% | 93.49 | 37.0% | 4.3% |
| 50Δ | 94.46 | 26.5% | 3.5% | 94.73 | 37.5% | 3.6% |
| 55Δ | 93.57 | 26.5% | 3.0% | 96.03 | 37.8% | 3.1% |
| 60Δ | 92.68 | 26.5% | 2.5% | 97.35 | 38.1% | 2.6% |
| 65Δ | 91.77 | 26.3% | 2.2% | 98.81 | 38.3% | 2.1% |
| 70Δ | 90.86 | 26.0% | 1.8% | 100.78 | 40.5% | 1.7% |
| 75Δ | 89.96 | 25.6% | 1.4% | 104.90 | 51.1% | 1.7% |
| 80Δ | 89.24 | 23.6% | 1.1% | 111.31 | 63.2% | 1.5% |
No recorded observations