Share price$84.26
1D+0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:57:18.896Z
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 · 2026-10-22T23:00:00.00168242Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 93.25 | 37.9% | 11.9% | 77.20 | 39.4% | 9.7% |
| 25Δ | 91.68 | 38.5% | 10.4% | 78.73 | 39.5% | 8.4% |
| 30Δ | 90.12 | 39.1% | 8.9% | 80.20 | 39.5% | 7.1% |
| 35Δ | 88.83 | 39.1% | 7.9% | 81.41 | 39.1% | 6.2% |
| 40Δ | 87.56 | 39.0% | 7.0% | 82.61 | 38.7% | 5.4% |
| 45Δ | 86.30 | 38.9% | 6.0% | 83.81 | 38.4% | 4.5% |
| 50Δ | 85.03 | 38.8% | 5.0% | 85.01 | 38.0% | 3.7% |
| 55Δ | 83.74 | 39.9% | 4.4% | 86.13 | 37.2% | 3.1% |
| 60Δ | 82.46 | 41.1% | 3.9% | 87.24 | 36.5% | 2.6% |
| 65Δ | 81.17 | 42.3% | 3.3% | 88.36 | 35.8% | 2.1% |
| 70Δ | 79.85 | 43.4% | 2.8% | 89.48 | 35.1% | 1.5% |
| 75Δ | 78.22 | 43.5% | 2.3% | 90.94 | 34.9% | 1.1% |
| 80Δ | 76.60 | 43.6% | 1.8% | 92.70 | 35.4% | 0.7% |
No recorded observations