Share price$96.15
1D+2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:46:00.049Z
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 · 2026-10-22T20:00:02.938951472Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 110.82 | 53.6% | 16.8% | 82.98 | 70.6% | 16.1% |
| 25Δ | 110.39 | 60.0% | 17.1% | 87.31 | 58.4% | 11.8% |
| 30Δ | 105.17 | 51.1% | 11.9% | 90.35 | 50.7% | 9.0% |
| 35Δ | 102.32 | 44.5% | 9.1% | 92.18 | 48.5% | 7.6% |
| 40Δ | 99.78 | 38.9% | 6.7% | 94.00 | 46.3% | 6.3% |
| 45Δ | 98.44 | 38.6% | 5.9% | 95.68 | 44.9% | 5.2% |
| 50Δ | 97.09 | 38.2% | 5.1% | 97.19 | 44.4% | 4.4% |
| 55Δ | 95.74 | 37.8% | 4.3% | 98.71 | 43.8% | 3.7% |
| 60Δ | 94.33 | 38.1% | 3.6% | 100.22 | 43.2% | 2.9% |
| 65Δ | 92.82 | 39.1% | 3.1% | 101.74 | 42.2% | 2.4% |
| 70Δ | 91.32 | 40.2% | 2.6% | 103.27 | 41.2% | 1.8% |
| 75Δ | 89.58 | 42.2% | 2.2% | 104.79 | 40.2% | 1.3% |
| 80Δ | 86.14 | 51.3% | 2.0% | 107.18 | 40.7% | 0.9% |
No recorded observations