Share price$92.80
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:39.264Z
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 · 2026-10-22T20:10:00.003813584Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 87.87 | 25.6% | 6.1% | |||
| 25Δ | 89.49 | 21.8% | 4.5% | |||
| 30Δ | 90.64 | 19.1% | 3.4% | |||
| 35Δ | 94.96 | 16.9% | 3.4% | 91.49 | 17.1% | 2.6% |
| 40Δ | 94.41 | 17.6% | 3.1% | 92.17 | 15.5% | 1.9% |
| 45Δ | 93.85 | 17.6% | 2.8% | 92.70 | 13.9% | 1.5% |
| 50Δ | 93.22 | 15.1% | 2.1% | 93.18 | 12.9% | 1.1% |
| 55Δ | 92.71 | 14.0% | 1.7% | 93.57 | 12.6% | 0.9% |
| 60Δ | 92.26 | 13.6% | 1.4% | 93.97 | 12.4% | 0.7% |
| 65Δ | 91.74 | 13.8% | 1.2% | 94.40 | 12.2% | 0.5% |
| 70Δ | 91.14 | 14.7% | 1.1% | 94.83 | 12.1% | 0.3% |
| 75Δ | 90.42 | 15.6% | 1.0% | 95.13 | 11.4% | 0.2% |
| 80Δ | 89.60 | 16.4% | 0.8% | 95.35 | 10.2% | 0.1% |
No recorded observations