Share price$63.04
1D+1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:28.542Z
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 · 2026-10-22T20:00:01.614661943Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.40 | 77.7% | 26.6% | 55.40 | 61.7% | 14.3% |
| 25Δ | 74.99 | 72.7% | 21.7% | 56.95 | 61.5% | 12.6% |
| 30Δ | 71.58 | 67.7% | 16.8% | 58.51 | 61.3% | 10.9% |
| 35Δ | 69.06 | 64.0% | 13.4% | 60.06 | 61.1% | 9.2% |
| 40Δ | 67.30 | 61.4% | 11.3% | 61.41 | 60.7% | 8.1% |
| 45Δ | 65.55 | 58.9% | 9.1% | 62.77 | 60.2% | 7.0% |
| 50Δ | 64.12 | 57.7% | 7.7% | 64.13 | 59.7% | 5.9% |
| 55Δ | 62.83 | 57.2% | 6.6% | 65.57 | 59.7% | 4.9% |
| 60Δ | 61.54 | 56.8% | 5.5% | 67.16 | 60.5% | 4.1% |
| 65Δ | 60.25 | 56.3% | 4.4% | 68.75 | 61.3% | 3.4% |
| 70Δ | 58.78 | 56.6% | 3.7% | 70.45 | 62.1% | 2.7% |
| 75Δ | 57.28 | 57.1% | 3.0% | 72.61 | 62.8% | 2.1% |
| 80Δ | 55.78 | 57.5% | 2.3% | 74.77 | 63.6% | 1.5% |
No recorded observations