Share price$66.94
1D-4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:13:49.185Z
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 · 2026-10-22T23:00:00.002844931Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 86.40 | 91.7% | 31.6% | 55.98 | 89.3% | 19.6% |
| 25Δ | 79.86 | 78.3% | 22.3% | 58.57 | 86.5% | 16.7% |
| 30Δ | 77.48 | 79.7% | 19.6% | 61.01 | 82.8% | 13.9% |
| 35Δ | 75.10 | 79.7% | 16.9% | 63.15 | 80.1% | 11.8% |
| 40Δ | 72.90 | 79.5% | 14.6% | 65.05 | 81.3% | 10.3% |
| 45Δ | 70.82 | 79.2% | 12.5% | 66.99 | 81.8% | 9.0% |
| 50Δ | 68.85 | 79.2% | 10.7% | 68.99 | 82.3% | 7.8% |
| 55Δ | 66.94 | 79.3% | 9.1% | 71.03 | 82.2% | 6.6% |
| 60Δ | 65.06 | 79.4% | 7.6% | 73.08 | 81.4% | 5.4% |
| 65Δ | 63.13 | 80.3% | 6.4% | 75.13 | 80.0% | 4.4% |
| 70Δ | 61.03 | 82.7% | 5.3% | 76.69 | 75.0% | 3.3% |
| 75Δ | 58.67 | 85.2% | 4.4% | 79.68 | 77.3% | 2.6% |
| 80Δ | 56.16 | 87.2% | 3.4% | 82.09 | 75.1% | 1.8% |
No recorded observations