Share price$56.56
1D-0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:34:14.142Z
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 · 2026-10-23T17:33:36.105796742Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.45 | 66.6% | 24.7% | |||
| 25Δ | 67.37 | 63.5% | 21.5% | |||
| 30Δ | 65.29 | 60.4% | 18.3% | |||
| 35Δ | 63.21 | 57.3% | 15.2% | |||
| 40Δ | 61.12 | 54.2% | 12.0% | 55.28 | 52.0% | 6.8% |
| 45Δ | 59.04 | 51.1% | 8.8% | 56.38 | 52.7% | 6.0% |
| 50Δ | 57.26 | 48.4% | 6.2% | 57.48 | 53.4% | 5.2% |
| 55Δ | 56.34 | 46.8% | 5.2% | 58.57 | 54.1% | 4.5% |
| 60Δ | 55.42 | 45.1% | 4.2% | 59.67 | 54.8% | 3.7% |
| 65Δ | 60.65 | 53.0% | 2.9% | |||
| 70Δ | 61.58 | 50.2% | 2.2% | |||
| 75Δ | 62.55 | 47.5% | 1.5% | |||
| 80Δ | 65.79 | 52.8% | 1.1% | |||
No recorded observations