Share price$69.34
1D+4.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:02:48.040Z
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 · 2026-10-22T23:00:00.003814538Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 81.34 | 59.2% | 19.1% | 60.58 | 64.7% | 14.9% |
| 25Δ | 79.18 | 59.9% | 16.5% | 62.46 | 63.6% | 12.9% |
| 30Δ | 77.17 | 59.2% | 14.2% | 64.34 | 62.5% | 10.9% |
| 35Δ | 75.15 | 58.5% | 11.9% | 66.00 | 62.1% | 9.5% |
| 40Δ | 73.61 | 59.5% | 10.6% | 67.55 | 62.2% | 8.3% |
| 45Δ | 72.12 | 60.7% | 9.4% | 69.09 | 62.4% | 7.1% |
| 50Δ | 70.62 | 61.8% | 8.2% | 70.67 | 62.4% | 6.0% |
| 55Δ | 69.21 | 60.6% | 6.9% | 72.29 | 62.3% | 5.2% |
| 60Δ | 67.86 | 57.6% | 5.7% | 73.90 | 62.2% | 4.3% |
| 65Δ | 66.51 | 54.6% | 4.5% | 75.86 | 63.6% | 3.5% |
| 70Δ | 65.16 | 51.6% | 3.3% | 78.53 | 68.0% | 2.9% |
| 75Δ | 63.65 | 50.8% | 2.7% | 81.51 | 71.7% | 2.4% |
| 80Δ | 62.13 | 50.3% | 2.1% | 84.84 | 74.4% | 1.7% |
No recorded observations