Share price$76.41
1D+1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:00:58.166Z
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 · 2026-10-22T23:00:00.003610083Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 81.92 | 26.5% | 8.0% | 71.80 | 28.4% | 7.0% |
| 25Δ | 80.95 | 26.6% | 7.0% | 72.79 | 28.7% | 6.0% |
| 30Δ | 79.98 | 26.8% | 6.1% | 73.64 | 28.9% | 5.3% |
| 35Δ | 79.19 | 26.9% | 5.4% | 74.49 | 29.1% | 4.6% |
| 40Δ | 78.41 | 27.1% | 4.7% | 75.31 | 29.2% | 3.9% |
| 45Δ | 77.62 | 27.2% | 4.1% | 76.10 | 29.0% | 3.4% |
| 50Δ | 76.90 | 26.8% | 3.5% | 76.89 | 28.8% | 2.8% |
| 55Δ | 76.19 | 26.2% | 3.0% | 77.71 | 28.8% | 2.3% |
| 60Δ | 75.47 | 25.7% | 2.5% | 78.61 | 29.4% | 2.0% |
| 65Δ | 74.73 | 25.4% | 2.1% | 79.51 | 29.9% | 1.6% |
| 70Δ | 73.95 | 25.4% | 1.8% | 80.80 | 32.1% | 1.3% |
| 75Δ | 73.16 | 25.4% | 1.4% | 82.59 | 36.4% | 1.1% |
| 80Δ | 72.31 | 25.4% | 1.1% | 85.28 | 41.8% | 0.9% |
No recorded observations