Share price$95.01
1D-4.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T03:00:18.780Z
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 · 2026-10-22T20:00:08.163077371Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:00:16.677439+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 107.01 | 45.4% | 14.0% | |||
| 25Δ | 103.29 | 39.0% | 10.3% | |||
| 30Δ | 100.95 | 35.4% | 8.0% | |||
| 35Δ | 99.23 | 32.9% | 6.5% | |||
| 40Δ | 97.85 | 31.1% | 5.4% | |||
| 45Δ | 96.71 | 30.6% | 4.6% | |||
| 50Δ | 95.66 | 31.0% | 4.0% | 95.76 | 34.8% | 3.4% |
| 55Δ | 96.94 | 34.5% | 2.8% | |||
| 60Δ | 98.12 | 34.3% | 2.3% | |||
| 65Δ | 99.25 | 33.2% | 1.8% | |||
| 70Δ | 100.59 | 33.4% | 1.4% | |||
| 75Δ | 102.22 | 34.3% | 1.0% | |||
| 80Δ | 103.85 | 34.2% | 0.7% | |||
No recorded observations