Share price$61.22
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:15:18.493Z
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 · 2026-10-22T21:55:51.497372318Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.30 | 48.2% | 11.3% | |||
| 25Δ | 66.43 | 38.0% | 10.0% | 57.42 | 38.6% | 7.9% |
| 30Δ | 64.43 | 29.5% | 6.7% | 58.73 | 33.4% | 5.9% |
| 35Δ | 63.25 | 24.2% | 4.9% | 59.68 | 29.7% | 4.6% |
| 40Δ | 62.52 | 20.7% | 3.7% | 60.40 | 27.4% | 3.7% |
| 45Δ | 61.93 | 17.8% | 2.8% | 61.02 | 25.8% | 2.9% |
| 50Δ | 61.60 | 15.9% | 2.3% | 61.56 | 25.1% | 2.4% |
| 55Δ | 61.26 | 14.0% | 1.8% | 62.13 | 24.9% | 2.0% |
| 60Δ | 60.96 | 12.3% | 1.4% | 62.82 | 27.1% | 1.8% |
| 65Δ | 60.80 | 11.2% | 1.2% | |||
| 70Δ | 60.63 | 10.1% | 0.9% | |||
| 75Δ | 60.47 | 9.0% | 0.7% | |||
| 80Δ | 60.31 | 7.9% | 0.5% | |||
No recorded observations