Share price$70.27
1D+3.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:54.149Z
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 · 2026-10-22T20:00:01.674597558Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 83.02 | 60.2% | 19.8% | 63.31 | 47.4% | 11.5% |
| 25Δ | 78.14 | 47.4% | 13.0% | 65.32 | 43.7% | 9.0% |
| 30Δ | 75.09 | 38.6% | 8.8% | 66.47 | 43.4% | 8.0% |
| 35Δ | 74.01 | 39.2% | 7.9% | 67.63 | 43.0% | 6.9% |
| 40Δ | 72.99 | 40.1% | 7.1% | 68.78 | 42.7% | 5.9% |
| 45Δ | 71.97 | 41.1% | 6.3% | 69.93 | 42.4% | 4.9% |
| 50Δ | 70.96 | 42.0% | 5.5% | 70.89 | 41.1% | 4.2% |
| 55Δ | 69.92 | 43.0% | 4.7% | 71.83 | 39.7% | 3.5% |
| 60Δ | 68.61 | 45.1% | 4.2% | 72.77 | 38.3% | 2.9% |
| 65Δ | 67.30 | 47.2% | 3.7% | 73.71 | 37.0% | 2.2% |
| 70Δ | 65.99 | 49.3% | 3.1% | 74.65 | 35.6% | 1.6% |
| 75Δ | 64.70 | 50.1% | 2.6% | 76.10 | 36.0% | 1.1% |
| 80Δ | 63.48 | 46.9% | 2.1% | 77.84 | 37.4% | 0.8% |
No recorded observations