Share price$79.71
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:32:09.631Z
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 · 2026-10-23T17:22:14.945433Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 63.84 | 83.5% | 21.9% | |||
| 25Δ | 66.11 | 75.1% | 19.1% | |||
| 30Δ | 68.38 | 66.7% | 16.4% | |||
| 35Δ | 70.65 | 58.4% | 13.7% | |||
| 40Δ | 72.93 | 50.0% | 11.0% | |||
| 45Δ | 75.20 | 41.6% | 8.3% | |||
| 50Δ | 77.47 | 33.3% | 5.5% | |||
| 55Δ | 79.75 | 24.9% | 2.8% | |||
| 60Δ | 81.46 | 20.7% | 1.2% | |||
| 65Δ | 82.49 | 21.8% | 1.0% | |||
| 70Δ | 83.52 | 22.8% | 0.8% | |||
| 75Δ | 84.55 | 23.9% | 0.6% | |||
| 80Δ | 85.58 | 24.9% | 0.4% | |||
No recorded observations