Share price$91.13
1D-0.7%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:42:34.116Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T16:41:32.174407925Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 108.51 | 44.5% | 21.0% | |||
| 25Δ | 105.81 | 46.9% | 18.7% | |||
| 30Δ | 101.00 | 40.0% | 13.6% | |||
| 35Δ | 97.50 | 32.5% | 9.7% | |||
| 40Δ | 94.79 | 26.7% | 6.8% | |||
| 45Δ | 93.60 | 25.6% | 5.9% | 90.96 | 26.5% | 4.0% |
| 50Δ | 92.41 | 24.5% | 5.0% | 92.14 | 26.2% | 3.4% |
| 55Δ | 91.22 | 23.4% | 4.1% | 93.32 | 25.8% | 2.7% |
| 60Δ | 90.03 | 22.3% | 3.2% | 94.50 | 25.5% | 2.1% |
| 65Δ | 88.72 | 23.0% | 2.8% | 95.83 | 25.3% | 1.6% |
| 70Δ | 87.42 | 23.8% | 2.5% | 97.25 | 25.3% | 1.2% |
| 75Δ | 86.11 | 24.6% | 2.1% | 98.68 | 25.3% | 0.8% |
| 80Δ | 84.56 | 25.4% | 1.7% | 100.39 | 25.8% | 0.4% |
No recorded observations