Share price$82.63
1D-1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:46:30.181Z
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 · 2026-10-22T20:10:00.003062624Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 88.95 | 28.2% | 8.5% | |||
| 25Δ | 87.65 | 27.7% | 7.2% | |||
| 30Δ | 86.72 | 28.3% | 6.4% | 78.98 | 36.2% | 6.5% |
| 35Δ | 85.79 | 28.7% | 5.7% | 80.16 | 35.3% | 5.5% |
| 40Δ | 84.95 | 29.6% | 5.1% | 81.25 | 34.3% | 4.6% |
| 45Δ | 84.09 | 30.3% | 4.5% | 82.27 | 33.0% | 3.8% |
| 50Δ | 83.21 | 31.5% | 4.1% | 83.22 | 32.0% | 3.1% |
| 55Δ | 82.29 | 32.0% | 3.5% | 84.13 | 31.1% | 2.5% |
| 60Δ | 81.32 | 32.6% | 3.1% | 85.03 | 30.5% | 2.0% |
| 65Δ | 80.23 | 34.2% | 2.7% | 85.88 | 29.5% | 1.6% |
| 70Δ | 79.01 | 35.8% | 2.3% | 86.78 | 28.8% | 1.2% |
| 75Δ | 87.71 | 28.0% | 0.8% | |||
| 80Δ | 88.80 | 27.7% | 0.5% | |||
No recorded observations