Share price$84.96
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:42:23.992Z
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 · 2026-10-23T19:33:21.613762014Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 79.28 | 30.6% | 7.6% | |||
| 25Δ | 89.45 | 24.1% | 6.4% | 80.88 | 26.5% | 5.9% |
| 30Δ | 88.64 | 24.3% | 5.9% | 82.48 | 22.5% | 4.1% |
| 35Δ | 87.83 | 24.4% | 5.4% | |||
| 40Δ | 87.02 | 24.6% | 4.9% | |||
| 45Δ | 86.20 | 24.8% | 4.4% | |||
| 50Δ | 85.39 | 25.0% | 3.9% | |||
| 55Δ | 84.58 | 25.2% | 3.5% | |||
| 60Δ | 83.76 | 25.4% | 3.0% | |||
| 65Δ | 82.95 | 25.6% | 2.5% | |||
| 70Δ | 82.14 | 25.8% | 2.0% | |||
| 75Δ | 81.32 | 26.0% | 1.5% | |||
| 80Δ | 80.11 | 27.4% | 1.2% | |||
No recorded observations