Share price$92.34
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:24:07.188Z
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 · 2026-10-22T23:01:15.787626192Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.85 | 78.1% | 17.3% | |||
| 25Δ | 108.41 | 71.6% | 20.1% | 83.76 | 60.1% | 12.0% |
| 30Δ | 101.96 | 55.4% | 13.1% | 86.75 | 48.7% | 8.8% |
| 35Δ | 98.39 | 44.9% | 9.3% | 89.16 | 39.3% | 6.1% |
| 40Δ | 95.79 | 36.4% | 6.4% | 90.63 | 34.7% | 4.8% |
| 45Δ | 94.33 | 32.6% | 5.1% | 91.60 | 32.6% | 4.0% |
| 50Δ | 93.36 | 30.8% | 4.4% | 92.57 | 30.5% | 3.3% |
| 55Δ | 92.39 | 29.1% | 3.6% | 93.54 | 28.4% | 2.6% |
| 60Δ | 91.42 | 27.3% | 2.9% | 94.50 | 26.3% | 1.8% |
| 65Δ | 90.45 | 25.5% | 2.2% | 95.61 | 25.5% | 1.3% |
| 70Δ | 89.14 | 26.3% | 1.7% | 96.85 | 26.2% | 1.0% |
| 75Δ | 87.53 | 29.2% | 1.5% | 98.10 | 26.8% | 0.8% |
| 80Δ | 85.92 | 32.2% | 1.3% | 99.34 | 27.4% | 0.5% |
No recorded observations