Share price$59.67
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:58.148Z
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 · 2026-10-22T22:01:58.885049855Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.15 | 27.7% | 8.3% | 56.13 | 28.6% | 6.9% |
| 25Δ | 62.49 | 21.2% | 5.6% | 57.35 | 23.7% | 4.9% |
| 30Δ | 61.62 | 18.0% | 4.2% | 58.22 | 19.8% | 3.5% |
| 35Δ | 60.98 | 15.7% | 3.2% | 58.80 | 17.5% | 2.6% |
| 40Δ | 60.62 | 14.7% | 2.7% | 59.21 | 15.7% | 2.0% |
| 45Δ | 60.26 | 13.8% | 2.3% | 59.54 | 14.3% | 1.6% |
| 50Δ | 59.92 | 13.1% | 1.9% | 59.87 | 12.9% | 1.1% |
| 55Δ | 59.64 | 13.0% | 1.6% | 60.15 | 12.2% | 0.8% |
| 60Δ | 59.35 | 13.0% | 1.4% | 60.41 | 12.0% | 0.7% |
| 65Δ | 59.06 | 12.9% | 1.2% | 60.66 | 11.7% | 0.5% |
| 70Δ | 58.65 | 13.8% | 1.1% | 60.92 | 11.5% | 0.3% |
| 75Δ | 58.20 | 14.9% | 0.9% | 61.73 | 15.5% | 0.3% |
| 80Δ | 57.74 | 15.3% | 0.8% | |||
No recorded observations