Share price$64.61
1D-2.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:50.396Z
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 · 2026-10-22T20:00:00.271792809Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 71.60 | 39.1% | 12.0% | 59.85 | 35.8% | 8.5% |
| 25Δ | 69.37 | 33.1% | 8.7% | 61.34 | 30.9% | 6.4% |
| 30Δ | 67.93 | 29.1% | 6.6% | 62.25 | 29.6% | 5.3% |
| 35Δ | 67.09 | 28.7% | 5.7% | 62.94 | 30.4% | 4.7% |
| 40Δ | 66.36 | 28.3% | 4.9% | 63.61 | 32.7% | 4.4% |
| 45Δ | 65.68 | 28.7% | 4.3% | 64.32 | 33.5% | 3.8% |
| 50Δ | 65.04 | 29.7% | 3.8% | 65.09 | 32.6% | 3.2% |
| 55Δ | 64.35 | 30.0% | 3.3% | 65.94 | 34.8% | 2.8% |
| 60Δ | 63.65 | 30.3% | 2.9% | 66.81 | 35.3% | 2.4% |
| 65Δ | 62.91 | 30.9% | 2.5% | 67.73 | 35.7% | 1.9% |
| 70Δ | 62.10 | 31.6% | 2.1% | 68.82 | 36.8% | 1.5% |
| 75Δ | 61.06 | 33.7% | 1.8% | 70.01 | 37.7% | 1.2% |
| 80Δ | 60.08 | 33.9% | 1.4% | 70.59 | 34.2% | 0.7% |
No recorded observations