Share price$84.39
1D+4.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:07:37.317Z
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 · 2026-10-22T23:00:00.00230288Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 98.79 | 58.6% | 18.8% | 75.16 | 55.2% | 12.8% |
| 25Δ | 94.64 | 52.6% | 14.2% | 76.84 | 57.9% | 11.6% |
| 30Δ | 91.86 | 48.6% | 11.3% | 78.70 | 58.0% | 10.1% |
| 35Δ | 89.91 | 47.4% | 9.5% | 80.61 | 56.6% | 8.6% |
| 40Δ | 88.65 | 51.3% | 8.9% | 82.36 | 55.7% | 7.3% |
| 45Δ | 87.36 | 54.9% | 8.3% | 84.08 | 57.9% | 6.5% |
| 50Δ | 85.66 | 54.2% | 7.1% | 85.65 | 56.6% | 5.5% |
| 55Δ | 84.00 | 54.8% | 6.1% | 87.03 | 51.1% | 4.2% |
| 60Δ | 82.37 | 55.9% | 5.2% | 88.72 | 50.7% | 3.4% |
| 65Δ | 80.89 | 52.6% | 4.2% | 90.66 | 52.6% | 2.9% |
| 70Δ | 79.32 | 50.8% | 3.2% | 92.71 | 53.7% | 2.3% |
| 75Δ | 77.61 | 51.1% | 2.6% | 94.32 | 51.3% | 1.7% |
| 80Δ | 74.43 | 60.1% | 2.3% | 96.90 | 51.6% | 1.2% |
No recorded observations