Share price$62.44
1D-0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:52:42.485Z
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 · 2026-10-22T14:51:59.016018Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 89.35 | 123.2% | 46.4% | 49.20 | 130.1% | 26.1% |
| 25Δ | 83.60 | 120.9% | 38.2% | 52.34 | 129.7% | 22.8% |
| 30Δ | 79.69 | 122.4% | 33.2% | 55.31 | 128.3% | 19.9% |
| 35Δ | 75.84 | 121.5% | 28.2% | 58.17 | 127.3% | 17.3% |
| 40Δ | 72.52 | 121.6% | 24.3% | 61.00 | 127.2% | 15.1% |
| 45Δ | 69.38 | 121.7% | 20.7% | 63.85 | 126.9% | 13.1% |
| 50Δ | 66.45 | 121.4% | 17.6% | 66.77 | 126.3% | 11.3% |
| 55Δ | 63.63 | 121.3% | 14.9% | 69.72 | 125.5% | 9.5% |
| 60Δ | 60.91 | 121.6% | 12.4% | 73.06 | 125.9% | 8.0% |
| 65Δ | 58.20 | 122.5% | 10.3% | 76.62 | 126.3% | 6.6% |
| 70Δ | 55.43 | 123.9% | 8.4% | 80.48 | 126.4% | 5.3% |
| 75Δ | 52.60 | 123.9% | 6.5% | 84.95 | 126.7% | 4.1% |
| 80Δ | 49.61 | 123.9% | 4.9% | 91.43 | 130.3% | 3.0% |
No recorded observations