Share price$72.26
1D+2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:03:04.304Z
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 · 2026-10-22T20:00:00.364483855Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 75.72 | 17.4% | 5.3% | 65.61 | 45.6% | 10.7% |
| 25Δ | 78.39 | 38.0% | 10.0% | 68.54 | 31.7% | 6.5% |
| 30Δ | 76.14 | 30.5% | 6.9% | 70.15 | 24.0% | 4.2% |
| 35Δ | 74.59 | 23.0% | 4.7% | 71.25 | 18.5% | 2.8% |
| 40Δ | 73.58 | 17.5% | 3.2% | 71.63 | 22.0% | 2.8% |
| 45Δ | 72.93 | 14.2% | 2.3% | 72.02 | 25.4% | 2.9% |
| 50Δ | 72.55 | 14.7% | 2.0% | 72.65 | 24.7% | 2.4% |
| 55Δ | 72.16 | 15.2% | 1.8% | 73.36 | 25.5% | 2.0% |
| 60Δ | 71.71 | 15.9% | 1.6% | 74.16 | 27.6% | 1.8% |
| 65Δ | 71.23 | 16.8% | 1.4% | 74.95 | 27.5% | 1.5% |
| 70Δ | 70.81 | 16.7% | 1.2% | 75.74 | 27.5% | 1.1% |
| 75Δ | 70.46 | 15.6% | 1.0% | 75.90 | 22.5% | 0.6% |
| 80Δ | 70.10 | 14.5% | 0.8% | 78.09 | 29.9% | 0.6% |
No recorded observations