Share price$68.70
1D+3.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:41:28.611Z
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 · 2026-10-22T16:41:15.565340116Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 80.80 | 60.3% | 19.4% | 59.94 | 66.1% | 15.0% |
| 25Δ | 78.71 | 61.2% | 17.0% | 61.76 | 65.4% | 13.2% |
| 30Δ | 76.77 | 61.5% | 14.8% | 63.56 | 64.9% | 11.4% |
| 35Δ | 74.85 | 61.9% | 12.7% | 65.30 | 64.0% | 9.7% |
| 40Δ | 73.22 | 61.9% | 11.2% | 66.80 | 61.8% | 8.3% |
| 45Δ | 71.60 | 62.0% | 9.7% | 68.30 | 59.6% | 6.9% |
| 50Δ | 69.98 | 62.0% | 8.1% | 69.80 | 57.4% | 5.6% |
| 55Δ | 68.55 | 60.1% | 6.9% | 71.29 | 56.9% | 4.7% |
| 60Δ | 67.12 | 58.3% | 5.7% | 72.77 | 56.6% | 3.9% |
| 65Δ | 65.70 | 56.4% | 4.5% | 74.26 | 56.4% | 3.2% |
| 70Δ | 64.16 | 55.8% | 3.6% | 76.59 | 59.9% | 2.6% |
| 75Δ | 62.51 | 56.3% | 2.9% | 79.76 | 67.2% | 2.2% |
| 80Δ | 60.87 | 56.9% | 2.2% | 82.53 | 67.3% | 1.6% |
No recorded observations