Share price$94.43
1D+1.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:07:40.284Z
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 · 2026-10-23T15:03:41.097065187Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 105.92 | 44.3% | 13.5% | |||
| 25Δ | 102.28 | 37.7% | 9.8% | |||
| 30Δ | 100.11 | 34.5% | 7.7% | |||
| 35Δ | 98.37 | 31.3% | 6.1% | |||
| 40Δ | 97.04 | 29.7% | 5.0% | |||
| 45Δ | 95.97 | 28.8% | 4.2% | 93.98 | 36.5% | 4.2% |
| 50Δ | 95.02 | 29.1% | 3.7% | 95.17 | 36.1% | 3.5% |
| 55Δ | 94.06 | 29.4% | 3.2% | 96.36 | 35.6% | 2.9% |
| 60Δ | 93.06 | 29.9% | 2.8% | 97.56 | 35.2% | 2.3% |
| 65Δ | 92.05 | 30.0% | 2.3% | 98.91 | 35.9% | 1.9% |
| 70Δ | 100.41 | 36.6% | 1.5% | |||
| 75Δ | 102.05 | 37.2% | 1.1% | |||
| 80Δ | 102.48 | 32.6% | 0.7% | |||
No recorded observations