Share price$108.01
1D-6.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:14:52.828Z
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 · 2026-10-22T23:58:54.456900241Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 128.99 | 65.9% | 21.3% | 94.53 | 64.2% | 14.7% |
| 25Δ | 124.61 | 64.7% | 17.9% | 97.39 | 64.3% | 12.8% |
| 30Δ | 121.49 | 65.5% | 15.7% | 100.16 | 64.2% | 11.1% |
| 35Δ | 118.42 | 65.5% | 13.6% | 102.68 | 64.2% | 9.7% |
| 40Δ | 115.42 | 64.8% | 11.6% | 105.20 | 64.0% | 8.3% |
| 45Δ | 112.89 | 67.1% | 10.3% | 107.59 | 62.7% | 7.1% |
| 50Δ | 110.45 | 69.9% | 9.3% | 109.98 | 61.4% | 5.9% |
| 55Δ | 107.80 | 69.5% | 7.9% | 112.32 | 60.4% | 5.0% |
| 60Δ | 105.12 | 68.5% | 6.5% | 114.65 | 59.5% | 4.0% |
| 65Δ | 102.56 | 67.2% | 5.3% | 117.17 | 58.9% | 3.3% |
| 70Δ | 100.00 | 65.9% | 4.2% | 119.73 | 58.3% | 2.5% |
| 75Δ | 96.08 | 74.1% | 3.7% | 122.60 | 57.6% | 1.9% |
| 80Δ | 92.43 | 76.3% | 3.0% | 125.47 | 56.4% | 1.3% |
No recorded observations