Share price$63.00
1D-0.8%
Sold putSold call
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Market dataready · fetched 2026-10-22T18:29:16.640Z
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 · 2026-10-22T18:25:16.930308959Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:29:14.611189+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.36 | 52.0% | 12.3% | |||
| 25Δ | 69.64 | 44.1% | 12.2% | 58.22 | 43.5% | 9.4% |
| 30Δ | 66.80 | 33.9% | 7.8% | 60.08 | 35.1% | 6.5% |
| 35Δ | 61.44 | 28.9% | 4.5% | |||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations