Share price$69.30
1D-1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:08:55.530Z
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 · 2026-10-22T20:00:04.236837078Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 77.69 | 42.1% | 13.4% | 62.66 | 45.0% | 11.1% |
| 25Δ | 75.98 | 41.9% | 11.3% | 64.38 | 43.3% | 9.0% |
| 30Δ | 74.52 | 41.8% | 9.7% | 65.69 | 42.3% | 7.7% |
| 35Δ | 73.39 | 41.8% | 8.6% | 66.76 | 41.8% | 6.8% |
| 40Δ | 72.26 | 41.9% | 7.6% | 67.83 | 41.3% | 5.8% |
| 45Δ | 71.14 | 42.0% | 6.5% | 68.90 | 40.8% | 4.9% |
| 50Δ | 70.01 | 42.0% | 5.4% | 69.97 | 40.4% | 3.9% |
| 55Δ | 68.86 | 43.0% | 4.8% | 71.08 | 40.5% | 3.4% |
| 60Δ | 67.72 | 44.0% | 4.2% | 72.20 | 40.7% | 2.8% |
| 65Δ | 66.57 | 45.1% | 3.6% | 73.32 | 40.9% | 2.3% |
| 70Δ | 65.43 | 46.1% | 3.0% | 74.44 | 41.0% | 1.8% |
| 75Δ | 64.00 | 46.8% | 2.4% | 75.86 | 41.2% | 1.3% |
| 80Δ | 62.41 | 47.3% | 1.9% | 77.56 | 41.5% | 0.9% |
No recorded observations