Share price$65.64
1D-2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:36:19.136Z
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 · 2026-10-22T23:00:00.002467269Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 80.82 | 76.2% | 25.3% | 56.19 | 75.2% | 17.0% |
| 25Δ | 76.92 | 70.2% | 19.9% | 58.83 | 67.4% | 13.5% |
| 30Δ | 74.13 | 67.3% | 16.3% | 60.85 | 63.4% | 11.1% |
| 35Δ | 72.30 | 67.9% | 14.3% | 62.37 | 62.5% | 9.6% |
| 40Δ | 70.47 | 68.4% | 12.3% | 63.90 | 61.5% | 8.2% |
| 45Δ | 68.77 | 67.0% | 10.6% | 65.44 | 61.3% | 6.9% |
| 50Δ | 67.12 | 65.0% | 8.8% | 67.01 | 62.6% | 6.1% |
| 55Δ | 65.47 | 62.9% | 7.1% | 68.58 | 64.0% | 5.2% |
| 60Δ | 63.87 | 63.3% | 6.0% | 70.17 | 65.2% | 4.4% |
| 65Δ | 62.29 | 64.5% | 5.1% | 72.03 | 65.3% | 3.6% |
| 70Δ | 60.71 | 65.8% | 4.2% | 73.88 | 65.4% | 2.9% |
| 75Δ | 58.79 | 67.9% | 3.4% | 75.84 | 64.8% | 2.2% |
| 80Δ | 56.59 | 70.8% | 2.7% | 77.96 | 63.4% | 1.5% |
No recorded observations