Share price$65.97
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T20:46:47.587Z
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 · 2026-10-23T20:10:00.002474485Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 71.50 | 30.5% | 9.3% | 61.19 | 35.8% | 8.4% |
| 25Δ | 69.79 | 26.7% | 6.9% | 62.60 | 31.7% | 6.5% |
| 30Δ | 68.83 | 25.1% | 5.6% | 63.54 | 30.1% | 5.3% |
| 35Δ | 68.10 | 24.7% | 4.8% | 64.33 | 29.3% | 4.5% |
| 40Δ | 67.50 | 25.0% | 4.2% | 65.06 | 28.4% | 3.7% |
| 45Δ | 66.92 | 25.5% | 3.7% | 65.72 | 27.3% | 3.1% |
| 50Δ | 66.33 | 26.2% | 3.3% | 66.35 | 26.8% | 2.5% |
| 55Δ | 65.71 | 27.4% | 3.0% | 66.97 | 26.7% | 2.1% |
| 60Δ | 65.04 | 29.2% | 2.7% | 67.52 | 25.6% | 1.7% |
| 65Δ | 64.36 | 29.0% | 2.3% | 68.08 | 24.5% | 1.2% |
| 70Δ | 63.62 | 29.1% | 1.9% | 68.68 | 24.0% | 0.9% |
| 75Δ | 62.72 | 30.4% | 1.6% | 69.29 | 23.4% | 0.6% |
| 80Δ | 61.45 | 33.4% | 1.4% | 69.92 | 22.7% | 0.4% |
No recorded observations