Share price$57.57
1D+0.5%
Sold putSold call
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Market dataready · fetched 2026-10-22T18:33:20.925Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-10-22T18:30:47.648669449Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:33:19.786013+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | 56.81 | 13.6% | 3.8% | |||
| 70Δ | 56.02 | 14.0% | 3.4% | |||
| 75Δ | 55.24 | 14.4% | 3.0% | 64.01 | 19.1% | 0.1% |
| 80Δ | ||||||
No recorded observations