Share price$84.36
1D-2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:05:30.193Z
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 · 2026-10-22T23:00:00.003572892Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 100.91 | 66.4% | 21.5% | 73.56 | 65.4% | 15.0% |
| 25Δ | 97.74 | 66.0% | 18.4% | 76.24 | 62.4% | 12.5% |
| 30Δ | 95.16 | 67.1% | 16.1% | 78.31 | 62.0% | 10.9% |
| 35Δ | 92.57 | 65.5% | 13.7% | 80.33 | 61.5% | 9.3% |
| 40Δ | 89.99 | 63.6% | 11.3% | 82.16 | 60.3% | 8.0% |
| 45Δ | 88.05 | 65.0% | 10.1% | 83.98 | 59.2% | 6.8% |
| 50Δ | 86.11 | 66.5% | 8.8% | 85.88 | 59.2% | 5.7% |
| 55Δ | 84.15 | 66.8% | 7.6% | 87.87 | 60.8% | 5.0% |
| 60Δ | 82.18 | 65.8% | 6.3% | 89.86 | 62.3% | 4.2% |
| 65Δ | 80.20 | 64.9% | 5.1% | 92.17 | 62.9% | 3.5% |
| 70Δ | 78.31 | 63.1% | 4.1% | 94.50 | 63.5% | 2.8% |
| 75Δ | 76.44 | 61.2% | 3.2% | 97.50 | 64.8% | 2.1% |
| 80Δ | 74.18 | 61.2% | 2.4% | 100.93 | 66.5% | 1.6% |
No recorded observations