Share price$77.83
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:51:35.831Z
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 · 2026-10-23T20:00:00.565198361Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 83.87 | 35.6% | 9.2% | |||
| 30Δ | 82.20 | 32.6% | 7.3% | 72.86 | 56.1% | 9.6% |
| 35Δ | 81.18 | 32.8% | 6.3% | 74.97 | 45.9% | 6.9% |
| 40Δ | 80.25 | 33.3% | 5.6% | 76.37 | 41.1% | 5.4% |
| 45Δ | 79.32 | 33.5% | 4.9% | 77.44 | 40.8% | 4.6% |
| 50Δ | 78.39 | 31.6% | 4.0% | 78.50 | 38.5% | 3.7% |
| 55Δ | 77.55 | 29.3% | 3.2% | 79.48 | 36.9% | 3.0% |
| 60Δ | 76.74 | 28.6% | 2.7% | 80.43 | 35.6% | 2.4% |
| 65Δ | 75.76 | 31.4% | 2.4% | 81.47 | 35.4% | 1.9% |
| 70Δ | 74.61 | 34.2% | 2.2% | 82.68 | 36.1% | 1.5% |
| 75Δ | 73.49 | 34.7% | 1.8% | 84.22 | 37.7% | 1.2% |
| 80Δ | 72.56 | 33.2% | 1.4% | |||
No recorded observations