Share price$75.92
1D+0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:06:12.711Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21
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 · 2026-10-23T19:01:06.565560754Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 69.00 | 27.1% | 12.5% | |||
| 30Δ | 87.68 | 25.1% | 18.8% | 72.23 | 21.6% | 8.2% |
| 35Δ | 83.57 | 20.0% | 13.4% | 74.17 | 20.3% | 6.3% |
| 40Δ | 81.19 | 16.6% | 10.3% | 75.73 | 19.8% | 4.9% |
| 45Δ | 79.36 | 13.9% | 7.9% | 77.20 | 19.5% | 3.8% |
| 50Δ | 78.21 | 13.8% | 7.0% | 78.71 | 20.2% | 3.1% |
| 55Δ | 77.21 | 13.5% | 6.2% | 80.33 | 20.7% | 2.3% |
| 60Δ | 76.16 | 13.8% | 5.6% | 82.14 | 21.5% | 1.6% |
| 65Δ | 75.19 | 13.4% | 4.9% | |||
| 70Δ | 73.90 | 14.4% | 4.5% | |||
| 75Δ | 72.66 | 14.5% | 4.0% | |||
| 80Δ | 71.27 | 14.7% | 3.6% | |||
No recorded observations